A martingale approach for detecting the drift of a Wiener process
Paulsen V
Research article (journal)Details about the publication
Journal: Stochastic Processes and their Applications (Stochastic Process. Appl)
Volume: 80
Issue: 2
Page range: 177-191
Status: Published
Release year: 1999
Link to the full text: http://dx.doi.org/10.1016/S0304-4149(98)00071-4
Authors from the University of Münster
| Paulsen, Volkert |