Multiplicative decomposition of nonsingular matrix valued semimartingales
Séminaire de probabilités de Strasbourg (1991)
- Volume: 25, page 262-269
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topKarandikar, Rajeeva L.. "Multiplicative decomposition of nonsingular matrix valued semimartingales." Séminaire de probabilités de Strasbourg 25 (1991): 262-269. <http://eudml.org/doc/113761>.
@article{Karandikar1991,
author = {Karandikar, Rajeeva L.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {multiplicative decomposition; continuous local martingale; continuous process of locally bounded variation},
language = {fre},
pages = {262-269},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Multiplicative decomposition of nonsingular matrix valued semimartingales},
url = {http://eudml.org/doc/113761},
volume = {25},
year = {1991},
}
TY - JOUR
AU - Karandikar, Rajeeva L.
TI - Multiplicative decomposition of nonsingular matrix valued semimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 262
EP - 269
LA - fre
KW - multiplicative decomposition; continuous local martingale; continuous process of locally bounded variation
UR - http://eudml.org/doc/113761
ER -
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