Set-Indexed Itô Calculus Along Paths (Q4826130)

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scientific article; zbMATH DE number 2114433
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Set-Indexed Itô Calculus Along Paths
scientific article; zbMATH DE number 2114433

    Statements

    title
    Set-Indexed Itô Calculus Along Paths (English)
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    DOI
    10.1081/SAP-120037630
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    author
    Giacomo Aletti
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    Diane Saada
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    publication date
    11 November 2004
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    Mathematics Subject Classification ID
    60G07
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    60G15
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    60G44
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    60H05
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    60J55
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    60J65
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    zbMATH DE Number
    2114433
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    zbMATH Keywords
    set-indexed processes
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    main flow
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    dimension reduction
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    martingale
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    bracket
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    local time
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