On functions transforming a Wiener process into a semimartingale (Q1365853)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On functions transforming a Wiener process into a semimartingale |
scientific article |
Statements
On functions transforming a Wiener process into a semimartingale (English)
0 references
9 September 1997
0 references
Itô's formula
0 references
semimartingale
0 references
Wiener process
0 references
