Quadratic covariation and an extension of Itô's formula
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Publication:1903608
DOI10.2307/3318684zbMath0851.60048OpenAlexW1528471277MaRDI QIDQ1903608
Hans Föllmer, Philip E. Protter, Albert N. Shiryaev
Publication date: 12 December 1995
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1186078365
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