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Stochastic Integration with Respect to a Sequence of Semimartingales · Study

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ChapterStochastic Integration with Respect to a Sequence of Semimartingales

Marzia De Donno2006

Chapter2006

Stochastic Integration with Respect to a Sequence of Semimartingales

Marzia De Donno · Maurizio Pratelli

20 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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References

1979Calcul Stochastique et Problèmes de Martingales 2002Un Cours sur les Intégrales Stochastiques 1986Semimartingales: A course on stochastic processes 1994Couverture des actifs contingents et prix maximum 1980Espaces de semi martingales et changement de probabilit�1999Martingale problems for stochastic PDE’s 1998Normalized stochastic integrals in topological vector spaces 2004A note on completeness in large financial markets

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Year2006

Typechapter

Published2006-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-35513-7_10

openalex_workW9173900

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