Author:
Karatzas Ioannis,Ruf Johannes
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference30 articles.
1. Aboulaïch, R., Stricker, C.: Fonctions convexes et semimartingales. Stochastics 8, 291–296 (1983)
2. Banner, A.D., Ghomrasni, R.: Local times of ranked continuous semimartingales. Stoch. Process. Appl. 118, 1244–1253 (2008)
3. Bouleau, N.: Semi-martingales à valeurs
R
d
${\mathbf {R}}^{d}$
et fonctions convexes. C. R. Acad. Sci. Paris Sér. I Math. 292, 87–90 (1981)
4. Bouleau, N.: Formules de changement de variables. Ann. Inst. Henri Poincaré Probab. Stat. 20, 133–145 (1984)
5. Çinlar, E., Jacod, J., Protter, P., Sharpe, M.J.: Semimartingales and Markov processes. Z. Wahrscheinlichkeitstheor. Verw. Geb. 54, 161–219 (1980)
Cited by
24 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献