scientific article

zbMath0447.60041MaRDI QIDQ3893059

Xavier Guyon, Bernard Prum

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Girsanov's theoremtwo-parameter martingalessemi-martingalesIto's formulastochastic integrals in the plane

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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