D_-approximation of product variations of two parameter smooth semimartingales

DOI10.1016/S0252-9602(17)30380-6zbMATH Open1059.60070OpenAlexW2783339565MaRDI QIDQ705371FDOQ705371

Jicheng Liu

Publication date: 31 January 2005

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30380-6

zbMATH Keywords

Malliavin calculusproduct variationquasi suretwo parameter smooth semimartingale

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Martingales with continuous parameter (60G44)

Cited In (2)

• Stochastic product integral w.r.t infinite dimensional semimartingale i - exponentials of semimartingales
• The \(p\)-variation and an extension of the class of semimartingales

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