\(D_\infty\)-approximation of product variations of two parameter smooth semimartingales

DOI10.1016/S0252-9602(17)30380-6zbMath1059.60070OpenAlexW2783339565MaRDI QIDQ705371

Jicheng Liu

Publication date: 31 January 2005

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30380-6

zbMATH Keywords

Malliavin calculusproduct variationquasi suretwo parameter smooth semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)

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