Hiding a drift
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Publication:971947
DOI10.1214/09-AOP469zbMath1193.60073arXiv0802.1152OpenAlexW3104945783MaRDI QIDQ971947
Miklós Rásonyi, Richard Warnung, Walter Schachermayer
Publication date: 17 May 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.1152
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)
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