An approach to the stochastic calculus in the non-Gaussian case

DOI10.1155/S1048953395000323zbMATH Open0844.60036MaRDI QIDQ1908328

A. A. Dorogovtsev

Publication date: 18 March 1996

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47483

zbMATH Keywords

martingalesstochastic calculusstochastic integrationstochastic differentiationIto's formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)

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