Multiplicative decomposition of non-singular matrix valued continuous semimartingales (Q1836446): Difference between revisions
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Latest revision as of 23:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiplicative decomposition of non-singular matrix valued continuous semimartingales |
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Multiplicative decomposition of non-singular matrix valued continuous semimartingales (English)
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1982
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multiplicative decomposition
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multiplicative stochastic integration
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integration by parts formula
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exponential semimartingale
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