A change of variables formula

DOI10.1007/BF01159547zbMath0437.60041OpenAlexW117141954MaRDI QIDQ1141416

Leonid I. Galtchouk

Publication date: 1980

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01159547

zbMATH Keywords

semimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cites Work

• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On Square Integrable Martingales
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