Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (Q5408473)
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scientific article; zbMATH DE number 6282474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation |
scientific article; zbMATH DE number 6282474 |
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Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (English)
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10 April 2014
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semimartingales
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convex functions
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Itō's lemma
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Brownian perturbation
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