| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525798 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
Equations for the distribution and equations for its moments are derived. We characterise the martingale distributions in terms of observable proportions between the jump and velocity regimes.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nikita Ratanov,