On semimartingale decompositions of convex functions of semimartingales

zbMATH Open0741.60035MaRDI QIDQ811642FDOQ811642

Authors: Eric Carlen, Philip Protter 

Publication date: 1992

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

semimartingalesemimartingale decomposition

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

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