流形上半鞅线积分与半鞅互变差的注记

A NOTE ON LINE INTEGRAL AND MUTUAL VARIATION OF SEMIMARTINGALES ON MANIFOLDS

    摘要
  • 摘要: 给出了两流形上半鞅的互变差。

     

    Abstract: The mutual variation process of two semimartingales xt and yt on manifolds M and N is defined as a （T*M⊗T*N）* valued process.

     

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