Work

A characterization of reciprocal processes via an integration by parts formula on the path space

Year: 2002

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/s004400100184

Authors: Sylvie Rœlly, Michèle Thieullen

Institutions: Centre National de la Recherche Scientifique, École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique, Laboratoire de Probabilités et Modèles Aléatoires

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2089580408

FWCI: 1.093

Cites: 21

Cited by: 28

Related to: 10