Quelques applications de la formule de changement de variables pour les semimartingales

Doléans-Dade, C. (1970). Quelques applications de la formule de changement de variables pour les semimartingales. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 181-194.

Type

Journal article

Intellectual base

Primary research

Year

1970

Pages

181-194

DOI

10.1007/bf00534595

DOI registrant

Springer Nature

Link

https://doi.org/10.1007/BF00534595

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Domain-specific

• Doléans–Dade Exponential
  • Catherine Doléans-Dade's change-of-variables result gives the scalar closed form

    This sourceOriginal source for the stochastic change-of-variables result, unique scalar solution, and product formula.

Verification

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