On functions transforming a Wiener process into a semimartingale
成果类型：
Article
署名作者：
Chitashvili, R; Mania, M
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s004400050125
发表日期：
1997
页码：
57-76
关键词：
摘要：
The description of the class of all functions f=(f(t,x), t greater than or equal to 0, x is an element of R) is given, for which the transformed process (f(t, W-t),t greater than or equal to 0) (where W is a standard Wiener process) is a semimartingale.