Covariation of martingales convolution;Covariation de convolution de martingales

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 326, Issue 5, 1998, Pages 601-606

  Errami, Mohammed ^a   Russo, Francesco ^a  

^a UNIVERSITÉ PARIS 13   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001529509     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(98)85014-3     Document Type: Article

References (8)

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2. Föllmer H. Calcul d'Itô sans probabilités. Lect. Notes Math. 850:1981;143-150 Springer-Verlag.
3. Föllmer H., Protter P., Shiryaiev A.N. Quadratic Covariation and an Extension of Itô's Formula. 1:(2):1995;149-169. Bernoulli.
4. Protter P. Volterra equations driven by semimartingales. Probab. Theory Relat. Fields. 13:(2):1985;519-530.
5. Russo F., Vallois P. The Generalized Covariation process and Itô Formula. Stochastic Process Appl. 59:1995;81-104.
6. 1-Functions of Semimartingales. Probab. Theory Relat. Fields. 104:1996;27-41.
7. Russo F., Vallois P. Stochastic Calculus with Respect to a Finite quadratic Variation Process. 1998;. Preprint.
8. Wolf J. Transformations of Semimartingales and Dirichlet Processes. Stochastics and Stochastics Reports. 62:(1):1997;65-101.