Some functions transforming semimartingale into semimartingale

zbMath1239.60032MaRDI QIDQ426268

Rachid Belfadli, Youssef Ouknine

Publication date: 11 June 2012

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Itô formulasemimartingaletime space function

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

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