Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.

Tom L. Lindström

Mathematica Scandinavica (1980)

  • Volume: 46, page 315-331
  • ISSN: 0025-5521; 1903-1807/e

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Lindström, Tom L.. "Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.." Mathematica Scandinavica 46 (1980): 315-331. <http://eudml.org/doc/166708>.

@article{Lindström1980,
author = {Lindström, Tom L.},
journal = {Mathematica Scandinavica},
keywords = {stochastic integration; Ito's formula},
pages = {315-331},
title = {Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.},
url = {http://eudml.org/doc/166708},
volume = {46},
year = {1980},
}

TY - JOUR
AU - Lindström, Tom L.
TI - Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.
JO - Mathematica Scandinavica
PY - 1980
VL - 46
SP - 315
EP - 331
KW - stochastic integration; Ito's formula
UR - http://eudml.org/doc/166708
ER -

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