Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation
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2013
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- handle: 10670/1.bhz6zk
- PS_2013__17__293_0
- oai:numdam.org:PS_2013__17__293_0
- citation: ESAIM: Probability and Statistics, 17 (2013) p 293-306
- MR 3066381
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Functions, ConvexCiter ce document
Nastasiya F. Grinberg, « Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation », ESAIM: Probability and Statistics, ID : 10670/1.bhz6zk
