Show simple item record

2005-09-14Buch DOI: 10.18452/3301
On weak Brownian motions of arbitrary order
dc.contributor.authorFöllmer, Hans
dc.contributor.authorWu, Ching-Tang
dc.contributor.authorYor, Marc
dc.date.accessioned2017-06-15T20:32:46Z
dc.date.available2017-06-15T20:32:46Z
dc.date.created2005-09-14
dc.date.issued2005-09-14
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3953
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectBrownian motioneng
dc.subjectweak Brownian motioneng
dc.subjectweak martingaleeng
dc.subjectmarginalseng
dc.subjectVolterra kerneleng
dc.subject.ddc330 Wirtschaft
dc.titleOn weak Brownian motions of arbitrary order
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10046769
dc.identifier.doihttp://dx.doi.org/10.18452/3301
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages37
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue89
local.edoc.container-year1999
local.edoc.container-erstkatid2135319-0

Show simple item record