A~generalized It\^o formula for an extended stochastic integral with respect to Poisson random measure
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 29 (1974) no. 4
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@article{RM_1974_29_4_a11,
author = {Yu. M. Kabanov},
title = {A~generalized {It\^o} formula for an extended stochastic integral with respect to {Poisson} random measure},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
publisher = {mathdoc},
volume = {29},
number = {4},
year = {1974},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/RM_1974_29_4_a11/}
}
TY - JOUR AU - Yu. M. Kabanov TI - A~generalized It\^o formula for an extended stochastic integral with respect to Poisson random measure JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 1974 VL - 29 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_1974_29_4_a11/ LA - ru ID - RM_1974_29_4_a11 ER -
%0 Journal Article %A Yu. M. Kabanov %T A~generalized It\^o formula for an extended stochastic integral with respect to Poisson random measure %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 1974 %V 29 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/RM_1974_29_4_a11/ %G ru %F RM_1974_29_4_a11
Yu. M. Kabanov. A~generalized It\^o formula for an extended stochastic integral with respect to Poisson random measure. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 29 (1974) no. 4. http://geodesic.mathdoc.fr/item/RM_1974_29_4_a11/