On functions transforming a Wiener process into a semimartingale

DOI10.1007/s004400050125zbMath0882.60080OpenAlexW2059991273MaRDI QIDQ1365853

R. Chitashvili, Michael Mania

Publication date: 9 September 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050125

zbMATH Keywords

Wiener processsemimartingaleItô's formula

Mathematics Subject Classification ID

Brownian motion (60J65) Generalizations of martingales (60G48) Stochastic integrals (60H05)

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