Open AccessDescription of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order <i>q</i> and Order Zero
Author(s) -
Winfrida Mwigilwa,
Jane Aduda,
Ananda Kube
Publication year - 2021
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2021.113030
Subject(s) - hellinger distance , sigma , mathematics , martingale (probability theory) , entropy (arrow of time) , physics , quantum mechanics