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Chaotic Kabanov formula for the Azéma martingales
Privault, Nicolas; Solé, Josep Lluís; Vives, Josep
Universitat de Barcelona
2012-04-18
Anàlisi estocàstica
Martingales (Matemàtica)
Integrals estocàstiques
Stochastic analysis
Martingales (Mathematics)
Stochastic integrals
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000
Article
Bernoulli Society for Mathematical Statistics and Probability
         

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