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Simplified stochastic calculus via semimartingale representations - MaRDI portal

Simplified stochastic calculus via semimartingale representations (Q2076652)

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Simplified stochastic calculus via semimartingale representations
scientific article

    Statements

    title
    Simplified stochastic calculus via semimartingale representations (English)
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    author
    Aleš Černý
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    Johannes Ruf
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    publication date
    22 February 2022
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    zbMATH Keywords
    complex-valued process
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    Émery formula
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    generalized Yor formula
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    Itô formula
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    semimartingale representation
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    cites work
    Q3957683
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    Q5612227
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    Conformal martingales
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    Q4778955
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    Q4002114
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    Q5585820
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    Q4164593
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    Q3997820
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    Q3997782
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    Q4746556
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    Q4802403
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    Identifiers

    DOI
    10.1214/21-EJP729
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    Mathematics Subject Classification ID
    60G48
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    60H05
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    60G07
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    60G44
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    zbMATH DE Number
    7478696
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    arXiv ID
    2006.11914
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    Wikidata QID
    Q114007808
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    OpenAlex ID
    W3122907624
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