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pro vyhledávání: '"Jochen Wolf"'
Publikováno v:
Bernoulli 7, no. 2 (2001), 363-379
Generalizing work by Lyons and Zheng, we study Dirichlet processes admitting a decomposition into the sum of a forward and a backward local martingale plus a bounded variation process. We develop a framework of stochastic calculus for these processes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::820b2575da85d3003e0ecfe8bb9f83d0
http://projecteuclid.org/euclid.bj/1080222085
http://projecteuclid.org/euclid.bj/1080222085