Semimartingale characterization of generalized derivatives (Q4354636)
From MaRDI portal
scientific article; zbMATH DE number 1061916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale characterization of generalized derivatives |
scientific article; zbMATH DE number 1061916 |
Statements
Semimartingale characterization of generalized derivatives (English)
0 references
19 April 1998
0 references
Wiener process
0 references
semimartingale
0 references
quadratic covariation
0 references
Itô's formula
0 references
generalized derivative
0 references
