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Grossissement d'une filtration et applications · Study

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ChapterGrossissement d'une filtration et applications

Thierry Jeulin1979

Chapter1979

Grossissement d'une filtration et applications

31 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 1978Changes of filtrations and of probability measures 1978Grossissement d’une filtration et semi-martingales : Formules explicites 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle 1978Study of a filtration expanded to include an honest time 1977Notes sur les integrales stochastiques. I Integrales hilbertiennes 1977Transformation des martingales locales par changement absolument continu de probabilities

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2012An empirical study of the information premium on electricity markets

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2009Progressive enlargement of filtrations with initial timesarticle · 4 shared references 2002Grossissement d’une Filtration et Semi-martingales: Theoremes Generauxchapter · 4 shared references 1978Study of a filtration expanded to include an honest timearticle · 3 shared references 2015Martingale representation property in progressively enlarged filtrationsarticle · 3 shared references 2012Default times, no-arbitrage conditions and changes of probability measuresarticle · 3 shared references 2014Optional splitting formula in a progressively enlarged filtrationarticle · 3 shared references

Details

Year1979

Typechapter

Published1979-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations31

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0070895

openalex_workW137364738

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