On functions transforming a Wiener process into a semimartingale (Q1365853): Difference between revisions
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| Property / DOI: 10.1007/s004400050125 / rank | |||
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| Property / author: Michael Mania / rank | |||
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| Property / author: Michael Mania / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s004400050125 / rank | |||
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| Property / OpenAlex ID: W2059991273 / rank | |||
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| Property / DOI: 10.1007/S004400050125 / rank | |||
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Latest revision as of 18:52, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On functions transforming a Wiener process into a semimartingale |
scientific article |
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On functions transforming a Wiener process into a semimartingale (English)
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9 September 1997
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Itô's formula
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semimartingale
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Wiener process
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