scientific article; zbMATH DE number 4203380

MaRDI QIDQ3352206zbMATH OpenFDO

Authors Robert J. Elliott, Hans Föllmer

Publication date 1991

zbMATH Keywords

canonical decomposition of a real local martingaleorthogonal local martingalepredictable integral

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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• Stochastic Flows and Jump-Diffusions
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