Publication:5294256
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zbMath1139.60019arXivmath/0403461MaRDI QIDQ5294256
Leszek Slominski, Adam Jakubowski, François Coquet, Jean Mémin
Publication date: 24 July 2007
Full work available at URL: https://arxiv.org/abs/math/0403461
semimartingales; Dirichlet processes; covariation; quadratic variation; Itô's formula; weak Dirichlet processes; mutual quadratic variation; finite energy processes; generalized martingale convolution
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