Hiding a constant drift
type: Item
instance of: scholarly article
title: Hiding a constant drift
zbMATH Open document ID: 1216.60048
DOI: 10.1214/10-AIHP363
author: Vilmos Prokaj
author: Miklós Rásonyi
author: Walter Schachermayer
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2011-05-19T00:00:00Z
full work available at URL: https://eudml.org/doc/240013
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5897747
zbMATH Keywords: Brownian motion with drift
zbMATH Keywords: stochastic integral
zbMATH Keywords: enlargement of filtration
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5897747