Functional itô calculus and stochastic integral representation of martingales

Annals of Probability

Volumn 41, Issue 1, 2013, Pages 109-133

  Cont, Rama ^a   Fournié, David Antoine ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84874965188     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOP721     Document Type: Article

References (31)

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