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On the Azéma martingales
1 references·4 citing·16 second hop
On the Azéma martingales (1989)On the Azéma martingales�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (1977)�tude des solutions extr�male…On a Continuous-Time Game with Incomplete Information (2009)On a Continuous-Time Game wit…Information reduction via level crossings in a credit risk model (2007)Information reduction via lev…ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES (2003)ORTHOGONAL DECOMPOSITIONS FOR…Anticipating Integrals for a Class of Martingales (1998)Anticipating Integrals for a …ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Stochastic Integration and Differential Equations (2005)Processes of Meixner type (1999)Chaotic and predictable representations for Lévy processes (2000)The Malliavin Calculus and Related Topics (1995)The Malliavin Calculus and Related Topics (2006)Tightness criteria for laws of semimartingales (1984)Repeated games with incomplete information (1995)Repeated Games with Incomplete Information (2011)On Square Integrable Martingales (1967)Diffusion processes with continuous coefficients, I (1969)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)Un Cours sur les Intégrales Stochastiques (2002)Superhedging and Dynamic Risk Measures under Volatility Uncertainty (2012)An explicit martingale version of the one-dimensional Brenier theorem (2016)
this work references cited by second hop

References

  • 1977�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales100 cited

Cited by

  • 2003ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES49 cited
  • 2009On a Continuous-Time Game with Incomplete Information41 cited
  • 1998Anticipating Integrals for a Class of Martingales29 cited
  • 2007Information reduction via level crossings in a credit risk model27 cited

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