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

From MaRDI portal
Revision as of 18:52, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On functions transforming a Wiener process into a semimartingale
scientific article

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    60J65
    0 references
    60G48
    0 references
    60H05
    0 references
    zbMATH DE Number
    1058841
    0 references
    OpenAlex ID
    W2059991273
    0 references
    DOI
    10.1007/S004400050125
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1365853&oldid=38635456"
    Powered by MediaWiki