Geodesic
Markov dilation of diffusion type processes and its application to the financial mathematics.
Georgian Mathematical Journal, Tome 6 (1999) no. 4, pp. 363-378.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: Markov dilation, infinitesimal operator, Itô formula, replicating portfolio 
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     author = {Tevzadze, R.},
     title = {Markov dilation of diffusion type processes and its application to the financial mathematics.},
     journal = {Georgian Mathematical Journal},
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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/