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Grossissement d'une filtration et applications
7 references·1 citing·27 second hop
Grossissement d'une filtration et applications (1979)Grossissement d'une filtration et applica…Un Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Study of a filtration expanded to include an honest time (1978)Study of a filtration expande…Grossissement d’une filtration et semi-martingales : Formules explicites (1978)Grossissement d’une filtratio…Changes of filtrations and of probability measures (1978)Changes of filtrations and of…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…An empirical study of the information premium on electricity markets (2012)An empirical study of the inf…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)On the transformation of some classes of martingales by a change of law (1979)Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux (2002)Asymptotic option pricing under the CEV diffusion (2010)On Square Integrable Martingales (1967)Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain (2004)What happens after a default: The conditional density approach (2010)Mean field games with common noise (2016)Martingales and Stochastic Integrals I (1972)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)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Lévy Processes and Stochastic Calculus (2004)Stochastic Integration and Differential Equations (2005)Model Uncertainty in Commodity Markets (2016)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)Progressive enlargement of filtrations with initial times (2009)On arbitrages arising with honest times (2014)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)Valuation of default-sensitive claims under imperfect information (2008)
this work references cited by second hop

References

  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1978Changes of filtrations and of probability measures207 cited
  • 1978Grossissement d’une filtration et semi-martingales : Formules explicites110 cited
  • 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle106 cited
  • 1978Study of a filtration expanded to include an honest time104 cited
  • 1977Notes sur les integrales stochastiques. I Integrales hilbertiennes49 cited
  • 1977Transformation des martingales locales par changement absolument continu de probabilities47 cited

Cited by

  • 2012An empirical study of the information premium on electricity markets26 cited

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