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A remark on Tsirelson's stochastic differential equation · Study

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ChapterA remark on Tsirelson's stochastic differential equation

Michel Émery1999

Chapter1999

A remark on Tsirelson's stochastic differential equation

Michel Émery · Walter Schachermayer B

17 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Mathematical Dynamics and Fractals Stochastic processes and statistical mechanics

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References

1999Continuous Martingales and Brownian Motion 1991Continuous Martingales and Brownian Motion 1989DIFFUSIONS, MARKOV PROCESSES AND MARTINGALES: Volume 2: Itô Calculus 1976An Example of a Stochastic Differential Equation Having No Strong Solution 1998Autour d'un théorème de tsirelson sur des filtrations Browniennes et non Browniennes 1996Decreasing sequences of $\sigma$-fields and a measure change for Brownian motion 1984Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations 1992Tsirel'son's equation in discrete time

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Year1999

Typechapter

Published1999-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0096518

openalex_workW112233440

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