scientific article; zbMATH DE number 2199827
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Publication:5313290
Brownian motionchange of probability measureItô integraljump processesmartingalesoption pricingrandom oscillatorssemimartingalesstochastic population dynamics
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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