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Grossissement d’une filtration et semi-martingales: Theoremes generaux
3 references·0 citing·13 second hop
Grossissement d’une filtration et semi-martingales: Theoremes generaux (1978)Grossissement d’une filtration et semi-ma…Transformation des martingales locales par changement absolument continu de probabilities (1977)Transformation des martingale…Quasimartingales, martingales locales, semimartingales et filtration naturelle (1977)Quasimartingales, martingales…Notes sur les integrales stochastiques. I Integrales hilbertiennes (1977)Notes sur les integrales stoc…On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Transformation of Local Martingales Under a Change of Law (1974)Grossissement d'une filtration et applications (1979)Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux (2002)Un Cours sur les Intégrales Stochastiques (2002)Asymptotic option pricing under the CEV diffusion (2010)Martingales and Stochastic Integrals I (1972)Study of a filtration expanded to include an honest time (1978)Weak and strong solutions of stochastic differential equations: Existence and stability (1981)THE MEANING OF MARKET EFFICIENCY (2012)Fonction maximale et variation quadratique des martingales en presence d'un poids (1979)On L2 and non-L2 multiple stochastic integration (2005)On Poisson multiple stochastic integrals and associated equilibrium Markov processes (2006)
this work references cited by second hop

References

  • 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle106 cited
  • 1977Notes sur les integrales stochastiques. I Integrales hilbertiennes49 cited
  • 1977Transformation des martingales locales par changement absolument continu de probabilities47 cited

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