Some remarks on the martingales satisfying the structure equation \([X,X]_t= t+\int_0^t \beta X_s- dX_s\) (Q2725597)
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scientific article; zbMATH DE number 1619450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some remarks on the martingales satisfying the structure equation \([X,X]_t= t+\int_0^t \beta X_s- dX_s\) |
scientific article; zbMATH DE number 1619450 |
Statements
12 July 2001
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martingale
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structure equation
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path property
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local time
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Bouleau-Yor extension
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Itô's formula
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Burkholder-Davis-Gundy type inequality
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0.7788040637969971
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