Ito's integrated formula for strict local martingales

Lecture Notes in Mathematics

Volumn 1874, Issue , 2006, Pages 157-170

  Madan, Dilip B ^a   Yor, Marc ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750165923     PISSN: 00758434     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-35513-7_13     Document Type: Article

References (13)

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11. P.A. Meyer (1976), "Un Cours sur les Intégrales Stochastiques", Sem. Prob. X, Lecture Notes 511, Springer Verlag.
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