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Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux · Study

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ChapterGrossissement d’une Filtration et Semi-martingales: Theoremes Generaux

Marc Yor2002

Chapter2002

Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux

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

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

2002Un Cours sur les Intégrales Stochastiques 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle 1977Notes sur les integrales stochastiques. I Integrales hilbertiennes 1977Transformation des martingales locales par changement absolument continu de probabilities

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1979Grossissement d'une filtration et applicationschapter · 4 shared references 1978Grossissement d’une filtration et semi-martingales: Theoremes generauxchapter · 3 shared references 1978Study of a filtration expanded to include an honest timearticle · 2 shared references 1981Weak and strong solutions of stochastic differential equations: Existence and stabilitychapter · 2 shared references 1980Weak and strong solutions of stochastic differential equationsarticle · 2 shared references 2005On L2 and non-L2 multiple stochastic integrationchapter · 2 shared references

Details

Year2002

Typechapter

Published2002-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-45530-1_7

openalex_workW112738792

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