Piecewise constant martingales and lazy clocks
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Publication:2296122
DOI10.1186/s41546-019-0036-4zbMath1444.60035arXiv1706.05404OpenAlexW2647995532WikidataQ128410909 ScholiaQ128410909MaRDI QIDQ2296122
Frédéric Vrins, Christophe Profeta
Publication date: 17 February 2020
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.05404
Martingales with discrete parameter (60G42) Brownian motion (60J65) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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