Semimartingale characterization of generalized derivatives (Q4354636)
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scientific article; zbMATH DE number 1061916
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| English | Semimartingale characterization of generalized derivatives |
scientific article; zbMATH DE number 1061916 |
Statements
Semimartingale characterization of generalized derivatives (English)
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19 April 1998
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Wiener process
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semimartingale
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quadratic covariation
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Itô's formula
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generalized derivative
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0.776842474937439
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0.7748574614524841
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0.7697581648826599
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0.7643212080001831
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