Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000967424> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W2000967424 endingPage "381" @default.
- W2000967424 startingPage "363" @default.
- W2000967424 abstract "A general one dimensional change of variables formula is established for continuous semimartingales which extends the famous Meyer-Tanaka formula. The inspiration comes from an application arising in stochastic finance theory. For functions mapping ℝ n to ℝ, a general change of variables formula is established for arbitrary semimartingales, where the usualC 2 hypothesis is relaxed." @default.
- W2000967424 created "2016-06-24" @default.
- W2000967424 creator A5060517775 @default.
- W2000967424 creator A5065654526 @default.
- W2000967424 date "1993-09-01" @default.
- W2000967424 modified "2023-10-06" @default.
- W2000967424 title "General change of variable formulas for semimartingales in one and finite dimensions" @default.
- W2000967424 cites W1513091520 @default.
- W2000967424 cites W1538329924 @default.
- W2000967424 cites W2016659221 @default.
- W2000967424 cites W2037912907 @default.
- W2000967424 cites W2045901314 @default.
- W2000967424 cites W2155893660 @default.
- W2000967424 cites W2172252061 @default.
- W2000967424 cites W226372821 @default.
- W2000967424 cites W2265108340 @default.
- W2000967424 cites W4205302168 @default.
- W2000967424 doi "https://doi.org/10.1007/bf01195071" @default.
- W2000967424 hasPublicationYear "1993" @default.
- W2000967424 type Work @default.
- W2000967424 sameAs 2000967424 @default.
- W2000967424 citedByCount "8" @default.
- W2000967424 countsByYear W20009674242012 @default.
- W2000967424 countsByYear W20009674242018 @default.
- W2000967424 crossrefType "journal-article" @default.
- W2000967424 hasAuthorship W2000967424A5060517775 @default.
- W2000967424 hasAuthorship W2000967424A5065654526 @default.
- W2000967424 hasBestOaLocation W20009674241 @default.
- W2000967424 hasConcept C105795698 @default.
- W2000967424 hasConcept C106159729 @default.
- W2000967424 hasConcept C122123141 @default.
- W2000967424 hasConcept C134306372 @default.
- W2000967424 hasConcept C162324750 @default.
- W2000967424 hasConcept C182365436 @default.
- W2000967424 hasConcept C20129857 @default.
- W2000967424 hasConcept C202444582 @default.
- W2000967424 hasConcept C28826006 @default.
- W2000967424 hasConcept C33923547 @default.
- W2000967424 hasConcept C39943821 @default.
- W2000967424 hasConcept C54355233 @default.
- W2000967424 hasConcept C8272713 @default.
- W2000967424 hasConcept C86803240 @default.
- W2000967424 hasConcept C93373587 @default.
- W2000967424 hasConceptScore W2000967424C105795698 @default.
- W2000967424 hasConceptScore W2000967424C106159729 @default.
- W2000967424 hasConceptScore W2000967424C122123141 @default.
- W2000967424 hasConceptScore W2000967424C134306372 @default.
- W2000967424 hasConceptScore W2000967424C162324750 @default.
- W2000967424 hasConceptScore W2000967424C182365436 @default.
- W2000967424 hasConceptScore W2000967424C20129857 @default.
- W2000967424 hasConceptScore W2000967424C202444582 @default.
- W2000967424 hasConceptScore W2000967424C28826006 @default.
- W2000967424 hasConceptScore W2000967424C33923547 @default.
- W2000967424 hasConceptScore W2000967424C39943821 @default.
- W2000967424 hasConceptScore W2000967424C54355233 @default.
- W2000967424 hasConceptScore W2000967424C8272713 @default.
- W2000967424 hasConceptScore W2000967424C86803240 @default.
- W2000967424 hasConceptScore W2000967424C93373587 @default.
- W2000967424 hasIssue "3" @default.
- W2000967424 hasLocation W20009674241 @default.
- W2000967424 hasOpenAccess W2000967424 @default.
- W2000967424 hasPrimaryLocation W20009674241 @default.
- W2000967424 hasRelatedWork W1666537522 @default.
- W2000967424 hasRelatedWork W1967585201 @default.
- W2000967424 hasRelatedWork W2049837257 @default.
- W2000967424 hasRelatedWork W2067877330 @default.
- W2000967424 hasRelatedWork W2071606512 @default.
- W2000967424 hasRelatedWork W2114841244 @default.
- W2000967424 hasRelatedWork W2134708011 @default.
- W2000967424 hasRelatedWork W2155429742 @default.
- W2000967424 hasRelatedWork W2164288937 @default.
- W2000967424 hasRelatedWork W2768647238 @default.
- W2000967424 hasVolume "97" @default.
- W2000967424 isParatext "false" @default.
- W2000967424 isRetracted "false" @default.
- W2000967424 magId "2000967424" @default.
- W2000967424 workType "article" @default.