r-Variations for two-parameter continuous martingales and Itô's formula
- Author
- SANZ, M
Univ. Barcelona, fac. matematiques, Barcelona 08007, Spain - Source
Stochastic processes and their applications. 1989, Vol 32, Num 1, pp 69-92, 24 p ; ref : 11 ref
- CODEN
- STOPB7
- ISSN
- 0304-4149
- Scientific domain
- Computer science; Mathematics
- Publisher
- Elsevier Science, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Keyword (fr)
- Fonction continue Martingale Variation Formule Itô Processus 2 paramètres
- Keyword (en)
- Continuous function Martingale Variations
- Keyword (es)
- Función continua Martingale Variación
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 19628941
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/0304-4149(89)90054-9 
https://dx.doi.org/10.1016/0304-4149(89)90054-9
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