Convoluted Brownian motion: a semimartingale approach
Saved in:
Date: | 2016 |
---|---|
Main Authors: | S. Roelly, P. Vallois |
Format: | Article |
Language: | English |
Published: |
2016
|
Series: | Theory of Stochastic Processes |
Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000725871 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
-
Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding
by: Roynette, B., et al.
Published: (2008) -
Arbitrage with fractional brownian motion?
by: Bender, C., et al.
Published: (2007) -
An isonormal process associated with a Brownian motion
by: A. A. Dorohovtsev, et al.
Published: (2022) -
From Brownian motion to molecular simulations
by: A. Rovenchak, et al.
Published: (2018) -
From Brownian motion to power of fluctuations
by: Berche, B., et al.
Published: (2012)