A stochastic Taylor formula for functionals of two-parameter semimartingales

MaRDI QIDQ908583zbMATH OpenFDO

Authors Vu Viet Yen

Publication date 1988

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

multiple stochastic integralsstochastic Taylor formulamixed stochastic integraltwo-parameter semimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cited in

(2)

• Large deviations for stochastic Volterra equations in the plane
• scientific article; zbMATH DE number 579135 (Why is no real title available?)

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