On functions transforming a Wiener process into a semimartingale
type: Item
instance of: scholarly article
title: On functions transforming a Wiener process into a semimartingale
zbMATH Open document ID: 0882.60080
author: R. Chitashvili
author: M. Mania
publication date: 1997-09-09T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 1058841
zbMATH Keywords: Itô's formula
zbMATH Keywords: semimartingale
zbMATH Keywords: Wiener process
MaRDI profile type: Publication
full work available at URL: s004400050125
OpenAlex ID: W2059991273
DOI: 10.1007/S004400050125
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 1058841