Simplified stochastic calculus via semimartingale representations
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Publication:2076652
DOI10.1214/21-EJP729zbMath1490.60103arXiv2006.11914OpenAlexW3122907624WikidataQ114007808 ScholiaQ114007808MaRDI QIDQ2076652
Publication date: 22 February 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.11914
Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05)
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Cites Work
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