On the power series representation of smooth conformal martingales

DOI10.1017/S0027763000000556zbMath0622.60057OpenAlexW1581046999MaRDI QIDQ3759628

Xuan Loc Nguyen

Publication date: 1986

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000000556

zbMATH Keywords

conformal martingalecomplex stochastic differential equationsestimations for the remainder termTaylor approximations for stochastically differentiable processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (1)

Complex valued multiparameter stochastic integrals

Cites Work

• Conformal martingales
• Potentiel fin et algèbres de fonctions analytiques. I
• Stochastic integrals in the plane

This page was built for publication: On the power series representation of smooth conformal martingales