Karandikar , Rajeeva L. (1989) On Métivier-Pellaumail inequality, Emery topology and Pathwise formulae in stochastic calculus Sankhya: The Indian Journal of Statistics, Series A, 51 (2). pp. 121-143. ISSN 0972-7671
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Official URL: http://www.jstor.org/pss/25050732
Abstract
Using Métivier-Pellaumail inequality, a notion of dominating process of a semimartingale is introduced and its usefulness in study of the Emery topology and Pathwise formulae is exhibited. Pathwise formulae for solution to stochastic differential equations and for multiplicative integral are obtained.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| Keywords: | Semimartingales; Pathwise Formulae; Stochastic Differential Equation |
| ID Code: | 73331 |
| Deposited On: | 02 Dec 2011 10:30 |
| Last Modified: | 02 Dec 2011 10:30 |
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