A martingale representation theorem for two independent semimartingales (Q4311568): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442509308833821 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2030849106 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 01:04, 20 March 2024
scientific article; zbMATH DE number 679475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale representation theorem for two independent semimartingales |
scientific article; zbMATH DE number 679475 |
Statements
A martingale representation theorem for two independent semimartingales (English)
0 references
19 April 1995
0 references
stochastic integral
0 references
martingale representation property
0 references
semimartingale
0 references
