Separating Times for One-Dimensional Diffusions
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Publication:6416892
arXiv2211.06042MaRDI QIDQ6416892
Mikhail A. Urusov, David Criens
Publication date: 11 November 2022
Stochastic models in economics (91B70) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55) Continuity and singularity of induced measures (60G30) Financial markets (91G15)