Semimartingales. II. Canonical Representation

Liptser, R. Sh.; Shiryayev, A. N.

doi:10.1007/978-94-009-2438-3_4

R. Sh. Liptser³ &
A. N. Shiryayev³

Part of the book series: Mathematics and Its Applications ((MASS,volume 49))

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Steklov Institute of Mathematics, Academy of Sciences of the U.S.S.R., Moscow, U.S.S.R.
R. Sh. Liptser & A. N. Shiryayev

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R. Sh. Liptser
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A. N. Shiryayev
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Liptser, R.S., Shiryayev, A.N. (1989). Semimartingales. II. Canonical Representation. In: Theory of Martingales. Mathematics and Its Applications, vol 49. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-2438-3_4

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DOI: https://doi.org/10.1007/978-94-009-2438-3_4
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-7600-5
Online ISBN: 978-94-009-2438-3
eBook Packages: Springer Book Archive

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