Karandikar, Rajeeva L. Multiplicative decomposition of non-singular matrix valued continuous semimartingales. (English) Zbl 0505.60069 Ann. Probab. 10, 1088-1091 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 2 Documents MSC: 60H05 Stochastic integrals 60G48 Generalizations of martingales 60J57 Multiplicative functionals and Markov processes Keywords:multiplicative decomposition; multiplicative stochastic integration; integration by parts formula; exponential semimartingale PDF BibTeX XML Cite \textit{R. L. Karandikar}, Ann. Probab. 10, 1088--1091 (1982; Zbl 0505.60069) Full Text: DOI OpenURL