Multiplicative decomposition of non-singular matrix valued continuous semimartingales

DOI10.1214/AOP/1176993734MaRDI QIDQ1836446zbMATH OpenOpenAlexFDO

Authors Rajeeva L. Karandikar

Publication date 1982

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993734

zbMATH Keywords

exponential semimartingaleintegration by parts formulamultiplicative decompositionmultiplicative stochastic integration

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Multiplicative functionals and Markov processes (60J57)

Cited in

(8)

• Quasi-shuffle algebras in non-commutative stochastic calculus
• Brownian processes for Monte Carlo integration on compact Lie groups
• Hermite-Hadamard type inequalities for multiplicatively harmonic convex functions
• Hermite-Hadamard type inequalities for multiplicatively \(p\)-convex functions
• Rajeeva Laxman Karandikar: an appreciation
• Simpson, midpoint, and trapezoid-type inequalities for multiplicatively s-convex functions
• A new Hermite-Hadamard type inclusions in the setting of interval-valued non-Newtonian calculus
• Superquadraticity via multiplicative calculus

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