A class of two-parameter stochastic integrators (Q3203786): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of two-parameter stochastic integrators |
scientific article |
Statements
A class of two-parameter stochastic integrators (English)
0 references
1989
0 references
quadratic variation
0 references
mixed variation
0 references
Itô's formula
0 references
stochastic integrator
0 references
two-parameter martingale
0 references
multi-parameter semimartingales
0 references
