Chaotic Kabanov formula for the Azéma martingales
type: Item
instance of: scholarly article
title: Chaotic Kabanov formula for the Azéma martingales
zbMATH Open document ID: 1023.60046
DOI: 10.2307/3318511
author: Nicolas Privault
author: Josép Lluis Solé
author: Josep Vives
published in: Bernoulli
publication date: 2003-09-10T00:00:00Z
full work available at URL: http://hdl.handle.net/2445/23402
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 81S25
zbMATH DE Number: 1529279
zbMATH Keywords: Azéma martingales
zbMATH Keywords: multiple stochastic integrals
zbMATH Keywords: product formulae
MaRDI profile type: Publication
OpenAlex ID: W2014461100
description: scientific article; zbMATH DE number 1529279