Reliable Change formula query

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Let X = (X; . . . ; X) be a continuous semimartingale and let b : IR 1 ! IR be a continuous function such that the process b = b(X; . . . ; X ) is a semimartingale. Setting C = f (x1; . . . ; xn) 2 IR j xn < b(x1; . . . ; xn 1) g and D = f (x1; . . . ; xn) 2 IR j xn > b(x1; . . . ; xn 1) g suppose that a continuous function F : IR ! IR is given such that F is C1n on C and F is C1 ;...;in on D w...

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ژورنال

عنوان ژورنال: Journal of the International Neuropsychological Society

سال: 2000

ISSN: 1355-6177,1469-7661

DOI: 10.1017/s1355617700633118