2010•Journal of Theoretical ProbabilityOpen access

Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations

Kei Kobayashi

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Key concepts: Semimartingale, Mathematics, Stochastic differential equation, Stratonovich integral, Stochastic calculus, Stochastic partial differential equation, Brownian motion, Malliavin calculus

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