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zbMath0598.60045MaRDI QIDQ3732655

K. V. Gasparyan

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stopping times canonical decomposition change of variable formula optional semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57)

Related Items (2)

On comparison theorem for optional SDEs via local times and applications ⋮ On Krylov's estimates for optional semimartingales

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