scientific article; zbMATH DE number 69202

zbMATH Open0756.60052MaRDI QIDQ4014744FDOQ4014744

Authors: I. Szyszkowski 

Publication date: 20 October 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

semimartingalesstochastic integralsquadratic variation processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cited In (22)

• Title not available (Why is that?)
• Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
• Stochastic integral equations for Walsh semimartingales
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• Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I
• Title not available (Why is that?)
• Title not available (Why is that?)
• 0‐1‐Gesetze für die Konvergenz von Integralfunktionalen gewisser Semimartingale
• Title not available (Why is that?)
• About stochastic integrals with respect to processes which are not semi- martingales
• On infinitely divisible semimartingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence of stochastic integrals with respect to semimartingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Simplified stochastic calculus via semimartingale representations
• Semimartingale functions of a class of diffusion processes
• Title not available (Why is that?)
• Applications of integration by parts formula for infinite-dimensional semimartingales
• Title not available (Why is that?)

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