On the power series representation of smooth conformal martingales

DOI10.1017/S0027763000000556zbMATH Open0622.60057OpenAlexW1581046999MaRDI QIDQ3759628FDOQ3759628

Xuan Loc Nguyen

Publication date: 1986

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000000556

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zbMATH Keywords

conformal martingalecomplex stochastic differential equationsestimations for the remainder termTaylor approximations for stochastically differentiable processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Stochastic integrals in the plane
• Conformal martingales
• Potentiel fin et algèbres de fonctions analytiques. I

Cited In (3)

• Complex valued multiparameter stochastic integrals
• Title not available (Why is that?)
• Conformal martingales and analytic functions.

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