A supermartingale characterization of a set of stochastic integrals (Q753267)
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scientific article; zbMATH DE number 4180433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A supermartingale characterization of a set of stochastic integrals |
scientific article; zbMATH DE number 4180433 |
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A supermartingale characterization of a set of stochastic integrals (English)
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1989
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See the review in Zbl 0684.60036.
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characterisation of semimartingale
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diffusion processes
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