A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Teor. Veroyatnost. i Primenen., 2015, Volume 60, Issue 2,Pages <nobr>248–271</nobr>

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Teor. Veroyatnost. i Primenen., 2015 Volume 60, Issue 2, Pages 248–271 (Mi tvp4618)

This article is cited in 4 papers

Processes that can be embedded in a geometric Brownian motion

A. A. Gushchin^ab, M. A. Urusov^ca

^a Steklov Mathematical Institute of Russian Academy of Sciences
^b National Research University "Higher School of Economics" (HSE), Moscow
^c University of Duisburg-Essen, Department of Mathematics

Received: 18.03.2015

DOI: 10.4213/tvp4618

English version: Theory of Probability and its Applications, 2016, 60:2, 246–262

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