A martingale representation for the maximum of a Lévy process (Q2787501)
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scientific article; zbMATH DE number 6549918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale representation for the maximum of a Lévy process |
scientific article; zbMATH DE number 6549918 |
Statements
4 March 2016
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A martingale representation for the maximum of a Lévy process (English)
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