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Chapter title |
Some remarks on the martingales satisfying the structure equation $ [X,X] t =t+ ∫ 0 t β X s − d X s $ $[X,X]_t = t + \int^t_0\beta X_{s^-} dX_s$
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Chapter number | 4 |
Book title |
Séminaire de Probabilités XXXV
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Published by |
Springer, Berlin, Heidelberg, January 2001
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DOI | 10.1007/978-3-540-44671-2_4 |
Book ISBNs |
978-3-54-041659-3, 978-3-54-044671-2
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Authors |
Tsung-Ming Chao, Ching-Shung Chou |