Functional equations for the stochastic exponential (Q6060953)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional equations for the stochastic exponential |
scientific article; zbMATH DE number 7772252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional equations for the stochastic exponential |
scientific article; zbMATH DE number 7772252 |
Statements
Functional equations for the stochastic exponential (English)
0 references
30 November 2023
0 references
stochastic exponential
0 references
martingales
0 references
functional equations
0 references
non-anticipative functionals
0 references
Brownian motion
0 references