scientific article
From MaRDI portal
Publication:2787501
zbMath1331.60075MaRDI QIDQ2787501
Jean-François Renaud, Bruno Rémillard
Publication date: 4 March 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (2)
Stochastic integral representations of the extrema of time-homogeneous diffusion processes ⋮ Default barrier intensity model for credit risk evaluation
This page was built for publication:
