Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions (Q5188204)
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scientific article; zbMATH DE number 5679755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions |
scientific article; zbMATH DE number 5679755 |
Statements
10 March 2010
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driftless diffusions
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Doob's \(h\)-transform
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scale transformation
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Liouville transformation
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option pricing models
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math.PR
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math.FA
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