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Formules de changement de variables

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Publication:793440
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zbMath0538.60057MaRDI QIDQ793440

Nicolas Bouleau

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_2_133_0

zbMATH Keywords

convex functionItô's formulasemi-martingales


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Convexity of real functions of several variables, generalizations (26B25) Local time and additive functionals (60J55)


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