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zbMath0465.60054MaRDI QIDQ3917261

L. C. G. Rogers

Publication date: 1981

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

zbMATH Keywords

semimartingale Ito's formula previsible

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Pathwise stochastic integration and applications to the theory of continuous trading ⋮ The Ito-Clifford integral

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