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On the Azéma martingales · Study

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ChapterOn the Azéma martingales

Michel Émery1989

Chapter1989

On the Azéma martingales

77 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

1977�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales

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2003ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES 2009On a Continuous-Time Game with Incomplete Information 1998Anticipating Integrals for a Class of Martingales 2007Information reduction via level crossings in a credit risk model

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Details

Year1989

Typechapter

Published1989-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations77

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0083961

openalex_workW153719649

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