The p-Variation and an Extension of the Class of Semimartingales

Acta Applicandae Mathematicae

Volumn 79, Issue 1-2, 2003, Pages 47-53

  Norvaisa R ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Integration; p variation; Semimartingales

Indexed keywords

FUNCTIONS; INTEGRATION; MATHEMATICAL OPERATORS; PROBABILITY; THEOREM PROVING;

SEMIMARTINGALES;

RANDOM PROCESSES;

EID: 0142219428     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025866323195     Document Type: Conference Paper

References (10)

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