Publication:3911792

zbMath0462.60046MaRDI QIDQ3911792

Hans Föllmer

Publication date: 1981

zbMATH Keywords

cadlag process; Ito formula for a Dirichlet process

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

60G07: General theory of stochastic processes

60H05: Stochastic integrals

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