Stochastic integration w.r.t. continuous local martingales (Q1838766): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4149(83)90057-1 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1994311512 / rank | |||
Normal rank |
Revision as of 00:04, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic integration w.r.t. continuous local martingales |
scientific article |
Statements
Stochastic integration w.r.t. continuous local martingales (English)
0 references
1983
0 references
time change
0 references
continuous local martingales
0 references
stopping times
0 references