Stochastic exponentials and logarithms on stochastic intervals. A survey
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Publication:2633837
DOI10.1016/j.jmaa.2018.11.040zbMath1478.60193arXiv1702.03573OpenAlexW2901012999WikidataQ128919466 ScholiaQ128919466MaRDI QIDQ2633837
Publication date: 10 May 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.03573
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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