![](/img/cover-not-exists.png)
Ito's formula for two-parameter stochastic integrals with respect to martingale measures
Yu. S. MishuraVolume:
36
Language:
english
Pages:
5
Journal:
Ukrainian Mathematical Journal
DOI:
10.1007/bf01066556
Date:
July, 1984
File:
PDF, 340 KB
english, 1984