zbMath0458.60038MaRDI QIDQ3908248
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1981
zbMATH Keywords
Ito formulaGirsanov-type theoremtwo-parameters semi-martingale
Mathematics Subject Classification ID
Random fields (60G60) Generalizations of martingales (60G48) Stochastic integrals (60H05)