Characterizing Brownian motion by martingale properties

Thumbnail Image

Files

Grobler_Characterizing_2005.pdf (1.55 MB)

Date

2005

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

University of Pretoria

Abstract

No abstract

Description

Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2005

Keywords

UCTD, Brownian, Motion, Martingale properties, Characterizing

Sustainable Development Goals

Citation

Grobler, E 2006, Characterizing Brownian motion by martingale properties, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-02212007-172903/ >

URI

http://hdl.handle.net/2263/31549

Collections

Theses and Dissertations (University of Pretoria)
Theses and Dissertations (Mathematics and Applied Mathematics)
Full item page