Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:3210677
Jump to:navigation, search

zbMath0723.60098MaRDI QIDQ3210677

Frank B. Knight

Publication date: 1991


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionItô's formulacompensatorspecial semimartingaleunique decomposition


Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)


Related Items (2)

A short proof of a martingale representation result ⋮ The cumulant process and Esscher's change of measure







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3210677&oldid=16329374"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 21:59.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki