The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes - Concepedia

Concepedia

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The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes

DOI Full Paper Access

91

Citations

12

References

1999

Year

K. D. Elworthy, Xue-Mei Li, Marc Yor

Probability Theory and Related Fields

EngineeringLocal MartingalesStochastic ProcessesStochastic CalculusOrnstein–uhlenbeck ProcessesStochastic Dynamical SystemLevy ProcessProbability TheoryStochastic PhenomenonStochastic Differential Equation

References

	Year	Citations

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