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Filtered Azéma martingales - MaRDI portal

Filtered Azéma martingales (Q743407)

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scientific article
Language Label Description Also known as
English
Filtered Azéma martingales
scientific article

    Statements

    title
    Filtered Azéma martingales (English)
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    author
    Umut Çetin
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    publication date
    24 September 2014
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    zbMATH Keywords
    Azéma martingales
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    standard Brownian motion
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    optional projection
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    stochastic differential equation
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    local times
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G35
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    60J65
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    60H10
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    60J55
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    zbMATH DE Number
    6347314
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    arXiv ID
    1209.3180
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    DOI
    10.1214/ECP.V17-2310
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