Work

The inner product of path space measures corresponding to random processes with independent increments

Year: 1972

Type: article

Source: Bulletin of the American Mathematical Society

DOI: 10.1090/s0002-9904-1972-12952-5

Author: Charles M. Newman

Institutions: Princeton University, Courant Institute of Mathematical Sciences, New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

Funder: Princeton University

OpenAlex ID: W1967976059

FWCI: 10.08

Cites: 3

Cited by: 25

Related to: 10