Geodesic
Some remarks on the martingales satisfying the structure equation [X,X] t =t+∫ 0 t βX s - dX s
Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 87-97
Cet article a éte moissonné depuis la source Numdam

Voir la notice de l'acte

@article{SPS_2001__35__87_0,
     author = {Chao, Tsung Ming and Chou, Ching Sung},
     title = {Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {87--97},
     year = {2001},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {35},
     mrnumber = {1837277},
     zbl = {0982.60033},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/}
}
TY  - JOUR
AU  - Chao, Tsung Ming
AU  - Chou, Ching Sung
TI  - Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$
JO  - Séminaire de probabilités de Strasbourg
PY  - 2001
SP  - 87
EP  - 97
VL  - 35
PB  - Springer - Lecture Notes in Mathematics
UR  - http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/
LA  - en
ID  - SPS_2001__35__87_0
ER  - 
%0 Journal Article
%A Chao, Tsung Ming
%A Chou, Ching Sung
%T Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$
%J Séminaire de probabilités de Strasbourg
%D 2001
%P 87-97
%V 35
%I Springer - Lecture Notes in Mathematics
%U http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/
%G en
%F SPS_2001__35__87_0
Chao, Tsung Ming; Chou, Ching Sung. Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$. Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 87-97. http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/