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Path probability of stochastic motion: a functional approach - MaRDI portal

Path probability of stochastic motion: a functional approach (Q1619386)

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Path probability of stochastic motion: a functional approach
scientific article

    Statements

    title
    Path probability of stochastic motion: a functional approach (English)
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    author
    Masayuki Hattori
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    Sumiyoshi Abe
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    published in
    Physica A
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    publication date
    13 November 2018
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    zbMATH Keywords
    stochastic processes
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    path probability distribution functionals
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    stock price
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    Identifiers

    Mathematics Subject Classification ID
    60G17
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    60J60
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    82B41
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    91G20
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    zbMATH DE Number
    6977994
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    OpenAlex ID
    W2265206876
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    arXiv ID
    1602.04363
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