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Intégrales stochastiques par rapport aux martingales locales · Study

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ChapterIntégrales stochastiques par rapport aux martingales locales

Catherine Doléans-Dade1970

Chapter1970

Intégrales stochastiques par rapport aux martingales locales

Catherine Doléans-Dade · P. A. Meyer

51 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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1967On Square Integrable Martingales

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1977Right-continuous solutions of systems of stochastic integral equations 1976Sur certains espaces de martingales localement de carre integrable 1976Bang-bang controls of point processes 2017Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility

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1979Martingales and arbitrage in multiperiod securities marketsarticle · 1 shared reference 1981Martingales and stochastic integrals in the theory of continuous tradingarticle · 1 shared reference 1971On the uniqueness of solutions of stochastic differential equationsarticle · 1 shared reference 1975Stochastic integrals in the planearticle · 1 shared reference 1981Reflected Brownian Motion on an Orthantarticle · 1 shared reference 2005IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIESchapter · 1 shared reference

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Year1970

Typechapter

Published1970-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations51

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0059337

openalex_workW4239002860

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