On functions transforming a Wiener process into a semimartingale (Q1365853)

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On functions transforming a Wiener process into a semimartingale
scientific article

    Statements

    title
    On functions transforming a Wiener process into a semimartingale (English)
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    author
    R. Chitashvili
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    Michael Mania
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    publication date
    9 September 1997
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    zbMATH Keywords
    Itô's formula
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    semimartingale
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    Wiener process
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    Identifiers

    DOI
    10.1007/s004400050125
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    Mathematics Subject Classification ID
    60J65
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    60G48
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    60H05
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    zbMATH DE Number
    1058841
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    OpenAlex ID
    W2059991273
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