A change of variables formula

DOI10.1007/BF01159547MaRDI QIDQ1141416zbMATH OpenOpenAlexFDO

Authors L. Galtchouk

Publication date 1980

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01159547

zbMATH Keywords

semimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3543343 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3342557 (Why is no real title available?)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On Square Integrable Martingales

This page was built for publication: A change of variables formula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1141416)