On functions transforming a Wiener process into a semimartingale (Q1365853): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s004400050125 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S004400050125 / rank | |||
Normal rank | |||
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 |
Statements
On functions transforming a Wiener process into a semimartingale (English)
0 references
9 September 1997
0 references
Itô's formula
0 references
semimartingale
0 references
Wiener process
0 references
