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Analysis of continuous strict local martingales via \(h\)-transforms - MaRDI portal

Analysis of continuous strict local martingales via \(h\)-transforms (Q983170)

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Analysis of continuous strict local martingales via \(h\)-transforms
scientific article

    Statements

    title
    Analysis of continuous strict local martingales via \(h\)-transforms (English)
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    author
    Soumik Pal
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    Philip E. Protter
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    publication date
    3 August 2010
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    zbMATH Keywords
    local martingale
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    strict local martingale
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    inverse Bessel process
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    financial bubble
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    cites work
    Q3816802
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    Q4514234
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    Q4002114
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    Q5294261
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    Q5639085
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    Q4226355
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    Identifiers

    zbMATH DE Number
    5763682
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    OpenAlex ID
    W2014897999
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    arXiv ID
    0711.1136
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