Stochastic integration w.r.t. continuous local martingales
- 1 July 1983
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 15 (2), 203-209
- https://doi.org/10.1016/0304-4149(83)90057-1
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- On the quadratic variation process of a continuous MartingaleIllinois Journal of Mathematics, 1983
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967