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Q4435813 - MaRDI portal

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scientific article; zbMATH DE number 2006037
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English
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scientific article; zbMATH DE number 2006037

    Statements

    publication date
    19 November 2003
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    zbMATH Keywords
    stochastic integration
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    semimartingales
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    stochastic differential equations
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    local times
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    stochastic flows of diffeomorphisms
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    Lévy area formula
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    sigma martingales
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    expansion of filtrations
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    author
    Philip E. Protter
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60H05
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    60G07
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    60H10
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    zbMATH DE Number
    2006037
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