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

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References

1969Diffusion processes with continuous coefficients, I364 cited
1970Quelques applications de la formule de changement de variables pour les semimartingales191 cited
2006Intégrales stochastiques I101 cited
2002Intégrales Stochastiques par Rapport aux Martingales Locales99 cited
1974Transformation of Local Martingales Under a Change of Law97 cited

Cited by

2008Risk Processes with Non-stationary Hawkes Claims Arrivals80 cited
2001Default Risk and Diversification: Theory and Empirical Implications64 cited
2005Martingale methods in stochastic control60 cited
1977Transformation des martingales locales par changement absolument continu de probabilities47 cited
1979Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales44 cited
1980Un survol de la Theorie de l'Integrale Stochastique26 cited
2006Convex Concentration Inequalities and Forward-Backward Stochastic Calculus24 cited

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