scientific article; zbMATH DE number 4205524

MaRDI QIDQ3353904zbMATH OpenFDO

Authors Anne Estrade

Publication date 1990

zbMATH Keywords

Cameron-Martin-Girsanov type formulaLie group algebra-valued semimartingaleMacKean multiplicative integration method

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral)
• scientific article; zbMATH DE number 3899888
• Certain representations of multiplicative stochastic semigroups without the continuity and martingale conditions
• scientific article; zbMATH DE number 15573
• An integral representation of a multiplicative stochastic semigroup without martingality and continuity conditions

Cited in

(6)

• scientific article; zbMATH DE number 3899875 (Why is no real title available?)
• scientific article; zbMATH DE number 63052 (Why is no real title available?)
• Semimartingales with values on groups and Lie algebras
• Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral)
• scientific article; zbMATH DE number 3998902 (Why is no real title available?)
• scientific article; zbMATH DE number 4069945 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3353904)