A stochastic Taylor formula for functionals of two-parameter semimartingales

zbMath0693.60044MaRDI QIDQ908583

Vu Viet Yen

Publication date: 1988

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

multiple stochastic integralsstochastic Taylor formulamixed stochastic integraltwo-parameter semimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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