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The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane

Authors :
Shinzo Watanabe
Source :
Lecture Notes in Mathematics ISBN: 9783540663423
Publication Year :
1999
Publisher :
Springer Berlin Heidelberg, 1999.

Subjects

Subjects :
Spider
symbols.namesake
Stochastic differential equation
Wiener process
Diffusion process
Mathematical analysis
symbols
Martingale (probability theory)
Martingale representation theorem
Brownian motion
Mathematics
Natural filtration

Details

ISBN :
978-3-540-66342-3
ISBNs :
9783540663423
Database :
OpenAIRE
Journal :
Lecture Notes in Mathematics ISBN: 9783540663423
Accession number :
edsair.doi...........f4ca5fff15cd33b3938d8996f70bafaf

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