On semimartingale decompositions of convex functions of semimartingales

Eric Carlen; Philip Protter

doi:10.1215/ijm/1255987418

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Home > Journals > Illinois J. Math. > Volume 36 > Issue 3 > Article

Fall 1992 On semimartingale decompositions of convex functions of semimartingales

Eric Carlen, Philip Protter

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Eric Carlen,¹ Philip Protter¹
¹Princeton University, Princeton, New Jersey; Purdue University, West Lafayette, Indiana

Illinois J. Math. 36(3): 420-427 (Fall 1992). DOI: 10.1215/ijm/1255987418

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Illinois J. Math.

Vol.36 • No. 3 • Fall 1992

Duke University Press

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Eric Carlen, Philip Protter "On semimartingale decompositions of convex functions of semimartingales," Illinois Journal of Mathematics, Illinois J. Math. 36(3), 420-427, (Fall 1992)

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