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Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux
4 references·0 citing·16 second hop
Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux (2002)Grossissement d’une Filtration et Semi-ma…Un Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Transformation des martingales locales par changement absolument continu de probabilities (1977)Transformation des martingale…Quasimartingales, martingales locales, semimartingales et filtration naturelle (1977)Quasimartingales, martingales…Notes sur les integrales stochastiques. I Integrales hilbertiennes (1977)Notes sur les integrales stoc…On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Transformation of Local Martingales Under a Change of Law (1974)Grossissement d'une filtration et applications (1979)On the transformation of some classes of martingales by a change of law (1979)Asymptotic option pricing under the CEV diffusion (2010)Martingales and Stochastic Integrals I (1972)Study of a filtration expanded to include an honest time (1978)Weak and strong solutions of stochastic differential equations: Existence and stability (1981)THE MEANING OF MARKET EFFICIENCY (2012)Multiple Wiener Integral (1951)A strong law of large numbers for local martingales (1980)Instantaneous Control of Brownian Motion (1983)Functional Itô calculus and stochastic integral representation of martingales (2013)Fonction maximale et variation quadratique des martingales en presence d'un poids (1979)On L2 and non-L2 multiple stochastic integration (2005)On Poisson multiple stochastic integrals and associated equilibrium Markov processes (2006)
this work references cited by second hop

References

  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle106 cited
  • 1977Notes sur les integrales stochastiques. I Integrales hilbertiennes49 cited
  • 1977Transformation des martingales locales par changement absolument continu de probabilities47 cited

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