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Results:
1-4
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Results: 4
Convergence of locally and globally interacting Markov chains
Authors:
Follmer, H Horst, U
Citation:
H. Follmer et U. Horst, Convergence of locally and globally interacting Markov chains, STOCH PR AP, 96(1), 2001, pp. 99-121
On weak Brownian motions of arbitrary order
Authors:
Follmer, H Wu, CT Yor, M
Citation:
H. Follmer et al., On weak Brownian motions of arbitrary order, ANN IHP-PR, 36(4), 2000, pp. 447-487
On Ito's formula for multidimensional Brownian motion
Authors:
Follmer, H Protter, P
Citation:
H. Follmer et P. Protter, On Ito's formula for multidimensional Brownian motion, PROB TH REL, 116(1), 2000, pp. 1-20
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
Authors:
Follmer, H Wu, CT Yor, M
Citation:
H. Follmer et al., Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading, STOCH PR AP, 84(1), 1999, pp. 137-164
Risultati:
1-4
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