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Un Cours sur les Intégrales Stochastiques · Study

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ChapterUn Cours sur les Intégrales Stochastiques

P. A. Meyer2002

Chapter2002

Un Cours sur les Intégrales Stochastiques

421 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Mathematical and Theoretical Analysis

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1951Multiple Wiener Integral

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1980A strong law of large numbers for local martingales 1983Instantaneous Control of Brownian Motion 2013Functional Itô calculus and stochastic integral representation of martingales 1981Calcul d'ito sans probabilites 2007A Change-of-Variable Formula with Local Time on Surfaces 1982Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times 1980On stochastic equations with respect to semimartingales I.†1996On the pricing of contingent claims under constraints

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Details

Year2002

Typechapter

Published2002-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations421

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-45530-1_11

openalex_workW2490157547

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