On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process (Q3948404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process |
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Statements
On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process (English)
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1982
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Nelson process
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continuous local semimartingales
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stochastic calculus of variations
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