The \(p\)-variation and an extension of the class of semimartingales

DOI10.1023/A:1025866323195zbMath1032.60050OpenAlexW169505600MaRDI QIDQ1415506

Rimas Norvaiša

Publication date: 4 December 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025866323195

zbMATH Keywords

semimartingalesintegration\(p\)-variation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

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