On semimartingale decompositions of convex functions of semimartingales
Carlen, Eric ; Protter, Philip
Illinois J. Math., Tome 36 (1992) no. 4, p. 420-427 / Harvested from Project Euclid
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Publié le : 1992-09-15
Classification:  60H05,  60G48 
@article{1255987418,
     author = {Carlen, Eric and Protter, Philip},
     title = {On semimartingale decompositions of convex functions of semimartingales},
     journal = {Illinois J. Math.},
     volume = {36},
     number = {4},
     year = {1992},
     pages = { 420-427},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1255987418}
}

Carlen, Eric; Protter, Philip. On semimartingale decompositions of convex functions of semimartingales. Illinois J. Math., Tome 36 (1992) no. 4, pp.  420-427. http://gdmltest.u-ga.fr/item/1255987418/