Elements of Stochastic Calculus via Regularization
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Publication:5423750
DOI10.1007/978-3-540-71189-6_7zbMath1126.60045arXivmath/0603224OpenAlexW1630963925MaRDI QIDQ5423750
Pierre Vallois, Francesco Russo
Publication date: 31 October 2007
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0603224
Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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