DOI10.1070/RM1982v037n06ABEH004035zbMath0518.60063MaRDI QIDQ3667708
Iosif I. Gikhman
Publication date: 1982 Published in: Russian Mathematical Surveys (Search for Journal in Brave)
zbMATH Keywords
Ito formula; Doob and Burkholder inequalities for bimartingales; semibimartingale; weak and strong martingale characteristic
Mathematics Subject Classification ID
60G44: Martingales with continuous parameter
60H05: Stochastic integrals