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Random measures and stochastic integration
11 references·0 citing·30 second hop
Random measures and stochastic integration (2006)Random measures and stochastic integrationUn Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Stochastic Integration (1981)Stochastic IntegrationStochastic Integration and $L^p$-Theory of Semimartingales (1981)Stochastic Integration and $L…Sur les integrales stochastiques de processus previsibles non bornes (1980)Sur les integrales stochastiq…Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration (1980)Integrales stochastiques par …Espaces de semi martingales et changement de probabilit� (1980)Espaces de semi martingales e…Une topologie sur l'espace des semimartingales (1979)Une topologie sur l'espace de…Calcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques (1978)Stabilit� des solutions des �…Mesures stochastiques � valeurs dans des espaces L 0 (1977)Mesures stochastiques � valeu…Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques (1975)Une formule d'isom�trie pour …Stochastic Integrals Based on Martingales Taking Values in Hilbert Space (1970)Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables (1975)Some results on linear stochastic differential equations in hilbert spacest† (1982)On the existence and unicity of solutions of stochastic integral equations (1976)On Wong-Zakai approximation of stochastic differential equations (1983)Stability of strong solutions of stochastic differential equations (1989)Harmonic analysis of stochastic equations and backward stochastic differential equations (2008)On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)Derivative pricing based on local utility maximization (2002)M6—On Minimal Market Models and Minimal Martingale Measures (2010)WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (2015)Multiple Wiener Integral (1951)A strong law of large numbers for local martingales (1980)Instantaneous Control of Brownian Motion (1983)Functional Itô calculus and stochastic integral representation of martingales (2013)Super-replication and utility maximization in large financial markets (2005)A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (2016)Long-Term Risk: A Martingale Approach (2017)Contingent claims valuation when the security price is a combination of an Ito process and a random point process (1988)On $L^2$-projections on a space of stochastic integrals (1997)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)Differential equations driven by rough signals (I): an extension of an inequality of L. C. Young (1994)On pathwise stochastic integration (1995)Constructing sublinear expectations on path space (2013)Semimartingales gaussiennes — application au probleme de l'innovation (1983)Adapted solution of a backward semilinear stochastic evolution equation (1991)Continuous martingales and brownian motion (1993)Stochastic McKean-Vlasov equations (1995)
this work references cited by second hop

References

  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1981Stochastic Integration208 cited
  • 1981Stochastic Integration and $L^p$-Theory of Semimartingales179 cited
  • 1980Espaces de semi martingales et changement de probabilit�96 cited
  • 1979Une topologie sur l'espace des semimartingales92 cited
  • 1978Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques80 cited
  • 1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration56 cited
  • 1975Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques47 cited
  • 1980Sur les integrales stochastiques de processus previsibles non bornes30 cited
  • 1977Mesures stochastiques � valeurs dans des espaces L 025 cited

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