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Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales · Study

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ArticleCaract�ristiques locales et conditions de continuit� absolue pour les semi-martingales

Jean Jacod1976

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Articlebronze1976

Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales

Jean Jacod · Jean M�min

94 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1969Diffusion processes with continuous coefficients, I 1970Quelques applications de la formule de changement de variables pour les semimartingales 2006Intégrales stochastiques I 2002Intégrales Stochastiques par Rapport aux Martingales Locales 1974Transformation of Local Martingales Under a Change of Law

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2008Risk Processes with Non-stationary Hawkes Claims Arrivals 2001Default Risk and Diversification: Theory and Empirical Implications 2005Martingale methods in stochastic control 1977Transformation des martingales locales par changement absolument continu de probabilities 1979Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales 1980Un survol de la Theorie de l'Integrale Stochastique 2006Convex Concentration Inequalities and Forward-Backward Stochastic Calculus

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2004A short history of stochastic integration and mathematical finance: the early years, 1880–1970chapter · 3 shared references 2005Martingale methods in stochastic controlchapter · 3 shared references 1978Sur l'int�grabilit� uniforme des martingales exponentiellesarticle · 2 shared references 1977�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingalesarticle · 2 shared references 1978Modeling and analysis of stochastic differential equations driven by point processesarticle · 2 shared references 1976Orthogonal functionals of independent-increment processesarticle · 2 shared references

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Year1976

Typearticle

Published1976-01-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languagede

Citations94

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00532597

openalex_workW1973644774

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