Simplified stochastic calculus via semimartingale representations (Q2076652)
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scientific article; zbMATH DE number 7478696
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| English | Simplified stochastic calculus via semimartingale representations |
scientific article; zbMATH DE number 7478696 |
Statements
Simplified stochastic calculus via semimartingale representations (English)
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22 February 2022
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complex-valued process
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Émery formula
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generalized Yor formula
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Itô formula
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semimartingale representation
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0.9196303
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0.9047678
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0.88508445
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