On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion (Q6112454)
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scientific article; zbMATH DE number 7723264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion |
scientific article; zbMATH DE number 7723264 |
Statements
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion (English)
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7 August 2023
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Gaussian martingale
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quasimartingale
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semimartingale
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entropy
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equivalent measure
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Markov process
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