3588随机过程中等essayshort
How Drift Cancellation Creates Local Martingales
题目
What is the core idea behind turning a transformed diffusion into a local martingale by choosing the right prefactor or discount rate?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
What is the core idea behind turning a transformed diffusion into a local martingale by choosing the right prefactor or discount rate?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。