Pinning class of the Wiener measure by a functional: Related martingales and invariance properties (Q1411600)
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scientific article; zbMATH DE number 1998181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pinning class of the Wiener measure by a functional: Related martingales and invariance properties |
scientific article; zbMATH DE number 1998181 |
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Pinning class of the Wiener measure by a functional: Related martingales and invariance properties (English)
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29 October 2003
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conditioned stochastic differential equation
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initial enlargement of filtrations
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Newton martingale
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Noether stochastic theorem
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stochastic analysis
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symmetries in stochastic calculus
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