Simplified stochastic calculus via semimartingale representations (Q2076652)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simplified stochastic calculus via semimartingale representations |
scientific article |
Statements
Simplified stochastic calculus via semimartingale representations (English)
0 references
22 February 2022
0 references
complex-valued process
0 references
Émery formula
0 references
generalized Yor formula
0 references
Itô formula
0 references
semimartingale representation
0 references
0 references
0 references