Stochastic differentiation of a brownian martingale

DOI10.1080/17442509108833719zbMath0745.60050OpenAlexW2003992459MaRDI QIDQ3986630

Nigel J. Cutland

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833719

zbMATH Keywords

Loeb measurestochastic integralstochastic differentialBrownian martingale

Mathematics Subject Classification ID

Stochastic integrals (60H05) Nonstandard measure theory (28E05)

Related Items (1)

Stochastic integral representations, stochastic derivatives and minimal variance hedging

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