SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Martingale Integrals
2 references·3 citing·12 second hop
Martingale Integrals (1968)Martingale IntegralsQuasi-Martingales (1965)Quasi-MartingalesA decomposition theorem for supermartingales (1962)A decomposition theorem for s…On Necessary and Sufficient Conditions in the Functional Central Limit Theorem for Semimartingales (1981)On Necessary and Sufficient C…R�gions d'arr�t, localisations et prolongements de martingales (1978)R�gions d'arr�t, localisation…On Stopping Times for a Wiener Process (1971)On Stopping Times for a Wiene…Martingales and stochastic integrals for processes with a multi-dimensional parameter (1974)Stochastic integrals in the plane (1975)Two-parameter martingales (1982)Intégrales stochastiques I (2006)A Functional Central Limit Theorem for Semimartingales (1981)On Moment Inequalities for Stochastic Integrals (1971)Stochastic Differential Equations (2005)Maximum likelihood estimation for continuous-time stochastic processes (1976)Itô’s stochastic calculus: Its surprising power for applications (2010)Representation of Martingales, Quadratic Variation and Applications (1971)Stochastic differentials (1975)Information structure and equilibrium asset prices (1985)
this work references cited by second hop

References

  • 1962A decomposition theorem for supermartingales152 cited
  • 1965Quasi-Martingales90 cited

Cited by

  • 1971On Stopping Times for a Wiener Process42 cited
  • 1978R�gions d'arr�t, localisations et prolongements de martingales42 cited
  • 1981On Necessary and Sufficient Conditions in the Functional Central Limit Theorem for Semimartingales24 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work