Integral representation in the theory of continuous trading (Q3707047)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representation in the theory of continuous trading |
scientific article |
Statements
Integral representation in the theory of continuous trading (English)
0 references
1984
0 references
representation as stochastic integral
0 references
local martingale
0 references
local time
0 references