An approach to the stochastic calculus in the non-Gaussian case.

Dorogovtsev, Andrej A.. "An approach to the stochastic calculus in the non-Gaussian case.." Journal of Applied Mathematics and Stochastic Analysis 8.4 (1995): 361-370. <http://eudml.org/doc/47483>.

@article{Dorogovtsev1995,
author = {Dorogovtsev, Andrej A.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Ito's formula; stochastic differentiation; stochastic calculus; martingales; stochastic integration},
language = {eng},
number = {4},
pages = {361-370},
publisher = {Hindawi Publishing Corporation, New York},
title = {An approach to the stochastic calculus in the non-Gaussian case.},
url = {http://eudml.org/doc/47483},
volume = {8},
year = {1995},
}

TY - JOUR
AU - Dorogovtsev, Andrej A.
TI - An approach to the stochastic calculus in the non-Gaussian case.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1995
PB - Hindawi Publishing Corporation, New York
VL - 8
IS - 4
SP - 361
EP - 370
LA - eng
KW - Ito's formula; stochastic differentiation; stochastic calculus; martingales; stochastic integration
UR - http://eudml.org/doc/47483
ER -