Quadratic covariation and Itô's formula for smooth nondegenerate martingales (Q5919593)
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scientific article; zbMATH DE number 7097275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic covariation and Itô's formula for smooth nondegenerate martingales |
scientific article; zbMATH DE number 7097275 |
Statements
Quadratic covariation and Itô's formula for smooth nondegenerate martingales (English)
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22 August 2019
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Itô's formula
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Malliavin calculus
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quadratic covariation
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