Multiplicative decomposition of non-singular matrix valued continuous semimartingales
type: Item
instance of: scholarly article
title: Multiplicative decomposition of non-singular matrix valued continuous semimartingales
zbMATH Open document ID: 0505.60069
published in: The Annals of Probability
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60J57
zbMATH DE Number: 3796951
zbMATH Keywords: multiplicative decomposition
zbMATH Keywords: multiplicative stochastic integration
zbMATH Keywords: integration by parts formula
zbMATH Keywords: exponential semimartingale
author: Rajeeva L. Karandikar
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176993734
OpenAlex ID: W2046317054
DOI: 10.1214/AOP/1176993734
description: scientific article; zbMATH DE number 3796951