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Random measures and stochastic integration · Study

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ChapterRandom measures and stochastic integration

Klaus Bichteler2006

Chapter2006

Random measures and stochastic integration

Klaus Bichteler · Jean Jacod

23 citations·0/0 files stored·Springer eBooks

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

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References

1979Calcul Stochastique et Problèmes de Martingales 2002Un Cours sur les Intégrales Stochastiques 1981Stochastic Integration 1981Stochastic Integration and $L^p$-Theory of Semimartingales 1980Espaces de semi martingales et changement de probabilit�1979Une topologie sur l'espace des semimartingales 1978Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques 1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration

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Year2006

Typechapter

Published2006-01-31

VenueSpringer eBooks

Languageen

Citations23

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0044678

openalex_workW2238501971

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