No Access
Chapter 3: Semimartingales: Basic Notions, Structures, Elements of Stochastic Analysis
https://doi.org/10.1142/9789814678599_0003Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Basic Definitions and Properties
Canonical Representation. Triplets of Predictable Characteristics
Stochastic Integrals with Respect to a Brownian Motion, Square-integrable Martingales, and Semimartingales
Stochastic Differential Equations
