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Correction Notes: Correction to 'The Representation of Functionals of Brownian Motion by Stochastic Integrals'

Authors :
J. M. C. Clark
Source :
Ann. Math. Statist. 42, no. 5 (1971), 1778
Publication Year :
1971
Publisher :
The Institute of Mathematical Statistics, 1971.

Subjects

Subjects :
Geometric Brownian motion
Fractional Brownian motion
Reflected Brownian motion
Diffusion process
Mathematical analysis
Stochastic calculus
Brownian excursion
Martingale representation theorem
Quadratic variation
Mathematics

Details

Language :
English
Database :
OpenAIRE
Journal :
Ann. Math. Statist. 42, no. 5 (1971), 1778
Accession number :
edsair.doi.dedup.....7438fa8e795cd1c7992e4bce17159150

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