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Invariant finite-dimensional exponential families on homogeneous spaces

✍ Scribed by P. N. Sapozhnikov


Publisher
SP MAIK Nauka/Interperiodica
Year
1970
Tongue
English
Weight
292 KB
Volume
7
Category
Article
ISSN
0001-4346

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In the present paper, given a di usion coe cient and a curve in an exponential family, we deΓΏne a drift such that the density of the resulting di usion process evolves in the prescribed exponential family according to the given curve. As an application to mathematical ΓΏnance, we construct a family o