Minimal embeddings of integrable processes in a Brownian motion
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 74 (2019) no. 5, pp. 953-955
@article{RM_2019_74_5_a7,
author = {A. A. Gushchin and M. A. Urusov},
title = {Minimal embeddings of integrable processes in {a~Brownian} motion},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {953--955},
year = {2019},
volume = {74},
number = {5},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2019_74_5_a7/}
}
TY - JOUR AU - A. A. Gushchin AU - M. A. Urusov TI - Minimal embeddings of integrable processes in a Brownian motion JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2019 SP - 953 EP - 955 VL - 74 IS - 5 UR - http://geodesic.mathdoc.fr/item/RM_2019_74_5_a7/ LA - en ID - RM_2019_74_5_a7 ER -
A. A. Gushchin; M. A. Urusov. Minimal embeddings of integrable processes in a Brownian motion. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 74 (2019) no. 5, pp. 953-955. http://geodesic.mathdoc.fr/item/RM_2019_74_5_a7/
[1] A. M. G. Cox, D. G. Hobson, Probab. Theory Related Fields, 135:3 (2006), 395–414 | DOI | MR | Zbl
[2] A. A. Gushchin, D. A. Borzykh, Mod. Stoch. Theory Appl., 4:4 (2017), 285–314 | DOI | MR | Zbl
[3] A. A. Gushchin, M. A. Urusov, Theory Probab. Appl., 60:2 (2016), 246–262 | DOI | DOI | MR | Zbl
[4] I. Monroe, Ann. Math. Statist., 43:4 (1972), 1293–1311 | DOI | MR | Zbl
[5] A. N. Shiryaev, Probability–2, Grad. Texts in Math., 95, 3rd ed., Springer, New York, 2019, x+348 pp. | MR | Zbl