Q5700325 (Q5700325): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 04:38, 7 March 2024
scientific article; zbMATH DE number 2220058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2220058 |
Statements
28 October 2005
0 references
stochastic integral for semimartingales
0 references
semimartingales with jumps
0 references
Itôs formula
0 references
Poisson random measure
0 references
SDE with jumps
0 references
pathwise properties
0 references
Kolmogorov's continuity criterion
0 references
Kolmogorov-Totoki's Theorem
0 references
