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Martingales dépendant d'un paramètre: une formule d'Ito · Study

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ArticleMartingales dépendant d'un paramètre: une formule d'Ito

Alain‐Sol Sznitman1982

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Articlebronze1982

Martingales dépendant d'un paramètre: une formule d'Ito

Alain‐Sol Sznitman

26 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Mathematical Dynamics and Fractals Stochastic processes and statistical mechanics

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References

1967On Square Integrable Martingales 2002Un Cours sur les Intégrales Stochastiques 1978Calcul stochastique d�pendant d'un param�tre 1981Some extensions of Ito's formula

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2006Nonclausal stochastic integrals and calculus 1984Interchanging the order of differentiation and stochastic integration

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Year1982

Typearticle

Published1982-05-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languagefr

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01957096

openalex_workW2325329331

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