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Une mise au point sur les martingales locales continues definies sur un intervalle stochastique
1 references·1 citing·8 second hop
Une mise au point sur les martingales locales continues definies sur un intervalle stochastique (1977)Une mise au point sur les martingales loc…Changes of time, stochastic integrals, and weak martingales (1972)Changes of time, stochastic i…On the Loss of the Semimartingale Property at the Hitting Time of a Level (2013)On the Loss of the Semimartin…Continuous Martingales and Brownian Motion (1999)Stochastic Integration and Differential Equations (2005)Brownian Motion and Stochastic Calculus (2007)On the Decomposition of Continuous Submartingales (1965)? p stability of solutions of stochastic differential equations (1978)Un survol de la Theorie de l'Integrale Stochastique (1980)Intégrales Stochastiques par Rapport aux Martingales Locales (2002)On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations (2005)
this work references cited by second hop

References

  • 1972Changes of time, stochastic integrals, and weak martingales42 cited

Cited by

  • 2013On the Loss of the Semimartingale Property at the Hitting Time of a Level15 cited

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