Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral) (Q1190304)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral) |
scientific article |
Statements
Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral) (English)
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27 September 1992
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semimartingale
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Lie group valued semimartingale
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multiplicative integral
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