DOI10.1070/RM1982v037n06ABEH004035zbMath0518.60063MaRDI QIDQ3667708
Iosif I. Gikhman
Publication date: 1982 Published in: Russian Mathematical Surveys (Search for Journal in Brave)
zbMATH Keywords
Ito formulaDoob and Burkholder inequalities for bimartingalessemibimartingaleweak and strong martingale characteristic
Mathematics Subject Classification ID
Martingales with continuous parameter (60G44) Stochastic integrals (60H05)