A class of two-parameter stochastic integrators (Q3203786)
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scientific article; zbMATH DE number 4180444
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| English | A class of two-parameter stochastic integrators |
scientific article; zbMATH DE number 4180444 |
Statements
A class of two-parameter stochastic integrators (English)
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1989
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quadratic variation
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mixed variation
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Itô's formula
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stochastic integrator
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two-parameter martingale
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multi-parameter semimartingales
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0.8307905197143555
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0.8243710398674011
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0.8129905462265015
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0.8063369989395142
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