GONG Guanglu. A NOTE ON LINE INTEGRAL AND MUTUAL VARIATION OF SEMIMARTINGALES ON MANIFOLDS[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 77-81.
Citation: GONG Guanglu. A NOTE ON LINE INTEGRAL AND MUTUAL VARIATION OF SEMIMARTINGALES ON MANIFOLDS[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 77-81.
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A NOTE ON LINE INTEGRAL AND MUTUAL VARIATION OF SEMIMARTINGALES ON MANIFOLDS

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  • 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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