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https://doi.org/10.1007/978-1-4612-0157-1Brownian motion; Girsanov theorem; Martingale; Measure; Poisson process; Semimartingale; diffusion processFrisky 发表于 2025-3-23 23:30:01
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Stochastic Analysis and Related Topics VII978-1-4612-0157-1Series ISSN 1050-6977 Series E-ISSN 2297-0428Exposure 发表于 2025-3-24 06:49:22
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,Stokes and Itô’s Formulae for Anticipative Processes in Two Dimensions with Non-Monotonous Time,ry.of a smooth domain.in ℝ.. We establish Stokes’ formula for a smooth random field and deduce Green’s formula. The second part is devoted to proving an Itâtype formula for an anticipative stochastic process with a two parameter non monotonous time scale by using this new class of distributions and the fundamental theorem of differential calculus.Abominate 发表于 2025-3-24 15:38:50
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The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process,In this paper we show an approximation in law of the complex Brownian motion by processes constructed from a unique standard Poisson process.送秋波 发表于 2025-3-25 00:49:00
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