Minimal embeddings of integrable processes in a Brownian motion
- Autores: Gushchin A.A.1,2, Urusov M.A.3
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Afiliações:
- Steklov Mathematical Institute of Russian Academy of Sciences
- HSE University
- University of Duisburg-Essen
- Edição: Volume 74, Nº 5 (2019)
- Páginas: 185-186
- Seção: Articles
- URL: https://journal-vniispk.ru/0042-1316/article/view/133601
- DOI: https://doi.org/10.4213/rm9908
- ID: 133601
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Resumo
Sobre autores
Alexander Gushchin
Steklov Mathematical Institute of Russian Academy of Sciences; HSE University
Email: gushchin@mi-ras.ru
Doctor of physico-mathematical sciences, Senior Researcher
Mikhail Urusov
University of Duisburg-Essen
Email: urusov@mech.math.su
Bibliografia
- A. M. G. Cox, D. G. Hobson, Probab. Theory Related Fields, 135:3 (2006), 395–414
- A. A. Gushchin, D. A. Borzykh, Mod. Stoch. Theory Appl., 4:4 (2017), 285–314
- А. А. Гущин, М. А. Урусов, Теория вероятн. и ее примен., 60:2 (2015), 248–271
- I. Monroe, Ann. Math. Statist., 43:4 (1972), 1293–1311
- А. Н. Ширяев, Вероятность–2, 6-е изд., МЦНМО, М., 2017, 416 с.
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