References

No references inside the corpus for this window.

Cited by

• 2002Intégrales Stochastiques par Rapport aux Martingales Locales99 cited
• 1976Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales94 cited
• 1981Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures77 cited
• 2004A short history of stochastic integration and mathematical finance: the early years, 1880–197072 cited
• 1975Stochastic differentials66 cited
• 1976Orthogonal functionals of independent-increment processes61 cited
• 1973On the Representation of Semimartingales47 cited
• 1978R�gions d'arr�t, localisations et prolongements de martingales42 cited
• 2006A chaotic representation property of the multidimensional Dunkl processes34 cited
• 1979Temps D'Arret Optimal, Quasi-Temps D'Arret et Retournement du Temps31 cited
• 2020Continuous record Laplace-based inference about the break date in structural change models27 cited
• 1989Pathwise stochastic integration and applications to the theory of continuous trading27 cited
• 1980Un survol de la Theorie de l'Integrale Stochastique26 cited