On functions transforming a Wiener process into a semimartingale (Q1365853)
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scientific article; zbMATH DE number 1058841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On functions transforming a Wiener process into a semimartingale |
scientific article; zbMATH DE number 1058841 |
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On functions transforming a Wiener process into a semimartingale (English)
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9 September 1997
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Itô's formula
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semimartingale
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Wiener process
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0.9213079
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0.89735293
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