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Q3658840 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Peter Imkeller
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    publication date
    1982
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    zbMATH Keywords
    semimartingales
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    Ho formula
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    Tanaka formula
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    local times
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    Wong-Zakai calculus
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    Burkholder inequalities
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G44
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    60J65
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    60J55
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    zbMATH DE Number
    3810615
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