scientific article; zbMATH DE number 926742
From MaRDI portal
Publication:4892165
zbMath0870.60050MaRDI QIDQ4892165
Publication date: 1 September 1997
Full work available at URL: http://www.numdam.org/item?id=SPS_1996__30__261_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic integrals (60H05)
Related Items (3)
Weak convergence of the past and future of Brownian motion given the present ⋮ From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus ⋮ Stochastic model for barrier crossings and fluctuations in local timescale
This page was built for publication:
