Functional Itô calculus and stochastic integral representation of martingales

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https://hal.archives-ouvertes.fr/hal-00814672
Contributor : Serena Benassù <>
Submitted on : Wednesday, April 17, 2013 - 3:08:48 PM
Last modification on : Sunday, March 31, 2019 - 1:40:45 AM

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  • HAL Id : hal-00814672, version 1

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R. Cont, D.-A. Fournié. Functional Itô calculus and stochastic integral representation of martingales. Annals of Probability, Institute of Mathematical Statistics, 2013, 41 (1), pp.109-133. ⟨hal-00814672⟩

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