Chaotic Kabanov formula for the Azéma martingales (Q1586572)

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Chaotic Kabanov formula for the Azéma martingales
scientific article

    Statements

    title
    Chaotic Kabanov formula for the Azéma martingales (English)
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    author
    Nicolas Privault
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    Josep Lluís Solé
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    Josep Vives
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    published in
    Bernoulli
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    publication date
    10 September 2003
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    zbMATH Keywords
    Azéma martingales
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    multiple stochastic integrals
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    product formulae
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    Identifiers

    DOI
    10.2307/3318511
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    Mathematics Subject Classification ID
    60G44
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    60H05
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    81S25
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    zbMATH DE Number
    1529279
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    OpenAlex ID
    W2014461100
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