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Covariation de convolution de martingales - MaRDI portal

Covariation de convolution de martingales (Q4219693)

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scientific article; zbMATH DE number 1220896
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English
Covariation de convolution de martingales
scientific article; zbMATH DE number 1220896

    Statements

    title
    Covariation de convolution de martingales (English)
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    author
    Mohammed Errami
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    Francesco Russo
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    publication date
    18 July 1999
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    zbMATH Keywords
    covariation process
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    bracket
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    orthogonal decomposition
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    martingale
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    Identifiers

    zbMATH DE Number
    1220896
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