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Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral)

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Publication:1190304
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zbMath0760.60048MaRDI QIDQ1190304

Anne Estrade

Publication date: 27 September 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_1_107_0


zbMATH Keywords

semimartingalemultiplicative integralLie group valued semimartingale


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)


Related Items (4)

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