Covariation de convolution de martingales

DOI10.1016/S0764-4442(98)85014-3zbMath0917.60054MaRDI QIDQ4219693

Francesco Russo, Mohammed Errami

Publication date: 18 July 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

martingaleorthogonal decompositionbracketcovariation process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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