Analysis of continuous strict local martingales via \(h\)-transforms
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Publication:983170
DOI10.1016/j.spa.2010.04.004zbMath1198.60020arXiv0711.1136OpenAlexW2014897999MaRDI QIDQ983170
Publication date: 3 August 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.1136
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