Markov dilation of diffusion type processes and its application to the financial mathematics.
Georgian mathematical journal, Tome 6 (1999) no. 4, pp. 363-378
@article{GMJ_1999__6_4_48355,
author = {Tevzadze, R.},
title = {Markov dilation of diffusion type processes and its application to the financial mathematics.},
journal = {Georgian mathematical journal},
pages = {363--378},
year = {1999},
volume = {6},
number = {4},
zbl = {0932.60062},
language = {en},
url = {http://geodesic.mathdoc.fr/item/GMJ_1999__6_4_48355/}
}
Tevzadze, R. Markov dilation of diffusion type processes and its application to the financial mathematics.. Georgian mathematical journal, Tome 6 (1999) no. 4, pp. 363-378. http://geodesic.mathdoc.fr/item/GMJ_1999__6_4_48355/