SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions

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https://hal.archives-ouvertes.fr/hal-01924079
Contributor : Monique Jeanblanc <>
Submitted on : Thursday, November 15, 2018 - 4:19:16 PM
Last modification on : Sunday, January 20, 2019 - 1:16:01 PM

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  • HAL Id : hal-01924079, version 1

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Damiano Brigo, Monique Jeanblanc, Frédéric Vrins. SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions. 2018. ⟨hal-01924079⟩

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