Change of variable formulas for non-anticipative functionals on path space-Reference-Cited by-同舟云学术

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Change of variable formulas for non-anticipative functionals on path space

Published:2010-08 Issue:4 Volume:259 Page:1043-1072
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Cont Rama,Fournié David-Antoine

Publisher

Elsevier BV

Subject

Analysis

Reference17 articles.

1. Convergence of Probability Measures;Billingsey,1999

2. A functional extension of the Itô formula;Cont;C. R. Math. Acad. Sci. Paris Ser. I,2010

3. On non-continuous Dirichlet processes;Coquet;J. Theoret. Probab.,2003

4. Probabilities and Potential;Dellacherie,1978

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