Markov dilation of diffusion type processes and its application to the financial mathematics.
Tevzadze, R.
Georgian Mathematical Journal, Tome 6 (1999), p. 363-378 / Harvested from The Electronic Library of Mathematics
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Publié le : 1999-01-01
DOI : https://doi.org/10.1023/A:1022917700604
EUDML-ID : urn:eudml:doc:48355 
@article{01331824,
     title = {Markov dilation of diffusion type processes and its application to the financial mathematics.},
     journal = {Georgian Mathematical Journal},
     volume = {6},
     year = {1999},
     pages = {363-378},
     doi = {10.1023/A:1022917700604},
     zbl = {0932.60062},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01331824}
}

Tevzadze, R. Markov dilation of diffusion type processes and its application to the financial mathematics.. Georgian Mathematical Journal, Tome 6 (1999) pp. 363-378. doi : 10.1023/A:1022917700604. http://gdmltest.u-ga.fr/item/01331824/