Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter (2011) Hiding a constant drift. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 47 (2). pp. 498-514. ISSN 0246-0203

Full text not available from this repository.

Item Type:	ISI Article
Uncontrolled Keywords:	Stochastic integral, Enlargement of filtration, Brownian motion with drift, STOCHASTIC DIFFERENTIAL-EQUATION, Enlargement of filtration
Subjects:	Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User:	EPrints Admin
Date Deposited:	12 Dec 2012 08:40
Last Modified:	05 Feb 2014 15:48
URI:	https://eprints.sztaki.hu/id/eprint/6626

Update Item