Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 4155582

From MaRDI portal
Publication:3484112
Jump to:navigation, search

zbMATH Open0704.60047MaRDI QIDQ3484112FDOQ3484112


Authors: Albert Benassi Edit this on Wikidata


Publication date: 1990



Title of this publication is not available (Why is that?)



Recommendations

  • scientific article; zbMATH DE number 4082640
  • Functional Itō calculus and stochastic integral representation of martingales
  • Stochastic calculus with anticipating integrands
  • Martingale-type stochastic calculus for anticipating integral processes
  • The doob‐meyer decomposition for anticipating processes


zbMATH Keywords

hierarchical baseshierarchical martingaleincreasing measurestochastic anticipative calculus


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)







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 Q3484112)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3484112&oldid=16823257"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 4 February 2024, at 21:53. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki