Covariation de convolution de martingales-Reference-Cited by-同舟云学术

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Covariation de convolution de martingales

Published:1998-03 Issue:5 Volume:326 Page:601-606
ISSN:0764-4442
Container-title:Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
language:fr
Short-container-title:Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Author:

Errami Mohammed,Russo Francesco

Publisher

Elsevier BV

Subject

Pharmacology (medical)

Reference8 articles.

1. Volterra Equation with Itô Integrals-I;Berger;J. Integ. Eq.,1980

2. Calcul d'Itô sans probabilités;Föllmer,1981

3. Volterra equations driven by semimartingales;Protter;Probab. Theory Relat. Fields,1985

4. The Generalized Covariation process and Itô Formula;Russo;Stochastic Process Appl.,1995

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