Multiplicative decomposition of non-singular matrix valued continuous semimartingales

DOI10.1214/AOP/1176993734zbMATH Open0505.60069OpenAlexW2046317054MaRDI QIDQ1836446FDOQ1836446

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

integration by parts formulamultiplicative decompositionexponential semimartingalemultiplicative stochastic integration

Mathematics Subject Classification ID

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

Cited In (5)

• Quasi-shuffle algebras in non-commutative stochastic calculus
• Hermite-Hadamard type inequalities for multiplicatively \(p\)-convex functions
• Brownian processes for Monte Carlo integration on compact Lie groups
• Rajeeva Laxman Karandikar: an appreciation
• Hermite-Hadamard type inequalities for multiplicatively harmonic convex functions

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