Minimal embeddings of integrable processes in a Brownian motion

Authors: Gushchin A.A.¹^,2, Urusov M.A.³
Affiliations:
1. Steklov Mathematical Institute of Russian Academy of Sciences
2. HSE University
3. University of Duisburg-Essen
Issue: Vol 74, No 5 (2019)
Pages: 185-186
Section: Articles
URL: https://bakhtiniada.ru/0042-1316/article/view/133601
DOI: https://doi.org/10.4213/rm9908
ID: 133601

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Steklov Mathematical Institute of Russian Academy of Sciences; HSE University

Email: gushchin@mi-ras.ru
Doctor of physico-mathematical sciences, Senior Researcher

University of Duisburg-Essen

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A. A. Gushchin, D. A. Borzykh, Mod. Stoch. Theory Appl., 4:4 (2017), 285–314
А. А. Гущин, М. А. Урусов, Теория вероятн. и ее примен., 60:2 (2015), 248–271
I. Monroe, Ann. Math. Statist., 43:4 (1972), 1293–1311
А. Н. Ширяев, Вероятность–2, 6-е изд., МЦНМО, М., 2017, 416 с.

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