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Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral) - MaRDI portal

Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral) (Q1190304)

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scientific article; zbMATH DE number 57278
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English
Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral)
scientific article; zbMATH DE number 57278

    Statements

    Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral) (English)
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    27 September 1992
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    semimartingale
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    Lie group valued semimartingale
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    multiplicative integral
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    Identifiers