Open AccessConic Martingales from Stochastic Integrals
Author(s) -
Frédéric Vrins,
Monique Jeanblanc
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2753529
Subject(s) - martingale (probability theory) , mathematics , conic section , brownian motion , stochastic differential equation , geometric brownian motion , separable space , stochastic calculus , martingale representation theorem , pure mathematics , mathematical analysis , diffusion process , stochastic partial differential equation , differential equation , geometry , computer science , statistics , knowledge management , innovation diffusion
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