Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (Q5408473)

From MaRDI portal
scientific article; zbMATH DE number 6282474
Language Label Description Also known as
English
Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation
scientific article; zbMATH DE number 6282474

    Statements

    Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (English)
    0 references
    10 April 2014
    0 references
    semimartingales
    0 references
    convex functions
    0 references
    Itō's lemma
    0 references
    Brownian perturbation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references