Journal of Stochastic Analysis
Recommended Citation
Kern, Peter and Müller, Christian
(2022)
"A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale,"
Journal of Stochastic Analysis: Vol. 3:
No.
2, Article 3.
DOI: 10.31390/josa.3.2.03
Available at:
https://repository.lsu.edu/josa/vol3/iss2/3
DOI
10.31390/josa.3.2.03
josa.3.2.03.refs.pdf (11 kB)