Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales

Journal of Theoretical Probability

Volumn 13, Issue 1, 2000, Pages 193-224

  Moret, S ^a   Nualart, D ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b NONE

Author keywords

It 's formula; Malliavin calculus; Quadratic covariation

Indexed keywords

EID: 0034384116     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007791027791     Document Type: Article

References (12)

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