Markov dilation of diffusion type processes and its application to the financial mathematics.
Georgian Mathematical Journal (1999)
- Volume: 6, Issue: 4, page 363-378
- ISSN: 1072-947X
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topTevzadze, R.. "Markov dilation of diffusion type processes and its application to the financial mathematics.." Georgian Mathematical Journal 6.4 (1999): 363-378. <http://eudml.org/doc/48355>.
@article{Tevzadze1999,
author = {Tevzadze, R.},
journal = {Georgian Mathematical Journal},
keywords = {Markov dilation; infinitesimal operator; Itô formula; replicating portfolio},
language = {eng},
number = {4},
pages = {363-378},
publisher = {Walter de Gruyter},
title = {Markov dilation of diffusion type processes and its application to the financial mathematics.},
url = {http://eudml.org/doc/48355},
volume = {6},
year = {1999},
}
TY - JOUR
AU - Tevzadze, R.
TI - Markov dilation of diffusion type processes and its application to the financial mathematics.
JO - Georgian Mathematical Journal
PY - 1999
PB - Walter de Gruyter
VL - 6
IS - 4
SP - 363
EP - 378
LA - eng
KW - Markov dilation; infinitesimal operator; Itô formula; replicating portfolio
UR - http://eudml.org/doc/48355
ER -
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