On the power series representation of smooth conformal martingales

DOI10.1017/S0027763000000556MaRDI QIDQ3759628zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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

Cited in

(3)

• Complex valued multiparameter stochastic integrals
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