Semimartingale integral representation
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Publication:1356375
DOI10.1214/aop/1024404427zbMath0876.60025MaRDI QIDQ1356375
Publication date: 10 November 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1024404427
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Quadratic covariation and an extension of Itô's formula
- An extension of clark' formula
- ? p stability of solutions of stochastic differential equations
- The Representation of Functionals of Brownian Motion by Stochastic Integrals
- A Theory of Cross-Spaces. (AM-26)
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