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Sur l'integrabilite uniforme des martingales continues
1 references·2 citing·15 second hopsampled
Sur l'integrabilite uniforme des martingales continues (1980)Sur l'integrabilite uniforme des martinga…Study of a filtration expanded to include an honest time (1978)Study of a filtration expande…On Local Martingale and its Supremum: Harmonic Functions and beyond (2006)On Local Martingale and its S…The maximum maximum of a martingale (1998)The maximum maximum of a mart…Martingale inequalities: seminar notes on recent progress (1973)Continuous Martingales and Brownian Motion (1999)The Skorokhod embedding problem and its offspring (2004)The Maximality Principle Revisited: On Certain Optimal Stopping Problems (2007)On Az\'ema-Yor processes, their optimal properties and the Bachelier-drawdown equation (2009)On Azéma–Yor processes, their optimal properties and the Bachelier–drawdown equation (2012)Quasimartingales, martingales locales, semimartingales et filtration naturelle (1977)Grossissement d’une filtration et semi-martingales : Formules explicites (1978)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)Un Cours sur les Intégrales Stochastiques (2002)Progressive enlargement of filtrations with initial times (2009)On arbitrages arising with honest times (2014)The Cereteli-Davis Solution to the H1-Embedding Problem and an Optimal Embedding in Brownian Motion (1986)The joint law of the maximum and terminal value of a martingale (1993)Robust hedging of the lookback option (1998)
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References

  • 1978Study of a filtration expanded to include an honest time104 cited

Cited by

  • 1998The maximum maximum of a martingale33 cited
  • 2006On Local Martingale and its Supremum: Harmonic Functions and beyond26 cited

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