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math.PR2019
Independence in Mathematics -- the key to a Gaussian law
Gunther Leobacher, Joscha Prochno
In this manuscript we discuss the notion of (statistical) independence embedded in its historical context. We focus in particular on its appearance and role in number theory, conco…
q-fin.MF2019
Change of drift in one-dimensional diffusions
Sascha Desmettre, Gunther Leobacher, L. C. G. Rogers
It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same…