Itô's formula for pseudo-processes

DOI10.3792/PJAA.67.232zbMath0758.60037OpenAlexW1971697431MaRDI QIDQ1185129

Gheorghe Stoica

Publication date: 28 June 1992

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.67.232

zbMATH Keywords

McShane integralquasi-martingalesFölmer measurepseudo-processes

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cites Work

• Calcul stochastique et problèmes de martingales
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