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On the itô formula for two-parameter martingales

  • Nikos Frangos
  • David Nualart
  • Marta Sanz-Solé
Conference paper
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 176)

Keywords

Positive Measure Variable Formula Quadratic Variation Intermediate Point Complete Probability Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© International Federation for Information Processing 1992

Authors and Affiliations

  • Nikos Frangos
    • 1
  • David Nualart
    • 2
  • Marta Sanz-Solé
    • 2
  1. 1.Department of MathematicsHofstra UniversityHempsteadUSA
  2. 2.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

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