Chaotic Kabanov formula for the Azéma martingales

Bernoulli

Volumn 6, Issue 4, 2000, Pages 633-651

  Privault, Nicolas ^a   Solé, Josep Lluís ^b   Vives, Josep ^b  

^a UNIVERSITÉ DE LA ROCHELLE   (France)

^b UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Az ma martingales; Multiple stochastic integrals; Product formulae

Indexed keywords

EID: 21244481693     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318511     Document Type: Article

References (18)

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