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Stochastic Integration with Respect to a Sequence of Semimartingales
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Stochastic Integration with Respect to a Sequence of Semimartingales (2006)Stochastic Integration with Respect to a …A note on completeness in large financial markets (2004)A note on completeness in lar…Un Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Martingale problems for stochastic PDE’s (1999)Martingale problems for stoch…Normalized stochastic integrals in topological vector spaces (1998)Normalized stochastic integra…Couverture des actifs contingents et prix maximum (1994)Couverture des actifs conting…Semimartingales: A course on stochastic processes (1986)Semimartingales: A course on …Sur les integrales stochastiques de processus previsibles non bornes (1980)Sur les integrales stochastiq…Espaces de semi martingales et changement de probabilit� (1980)Espaces de semi martingales e…Calcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…Inegalites de normes pour les integrales stochastiques (1978)Inegalites de normes pour les…Martingales and stochastic integrals in the theory of continuous trading (1981)Limit Theorems for Stochastic Processes (1987)Arbitrage Theory in Continuous Time (1998)Super-replication and utility maximization in large financial markets (2005)Multiple Wiener Integral (1951)A strong law of large numbers for local martingales (1980)Instantaneous Control of Brownian Motion (1983)Functional Itô calculus and stochastic integral representation of martingales (2013)Stochastic Flows and Stochastic Differential Equations (1998)On the use of measure-valued strategies in bond markets (2004)Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces (2004)Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces (2005)An introduction to stochastic partial differential equations (2006)Stochastic Differential Equations (2006)Une topologie sur l'espace des semimartingales (1979)Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration (1980)Semimartingales gaussiennes — application au probleme de l'innovation (1983)Random measures and stochastic integration (2006)McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets (1992)Differential Subordination and Strong Differential Subordination for Continuous-Time Martingales and Related Sharp Inequalities (1995)Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (2013)Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise (2011)Hedging American contingent claims with constrained portfolios (1998)Optimal portfolios for exponential Lévy processes (2000)Optimal portfolios for logarithmic utility (2000)Contingent claims valuation when the security price is a combination of an Ito process and a random point process (1988)On $L^2$-projections on a space of stochastic integrals (1997)Long-Term Risk: A Martingale Approach (2017)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (2010)
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References

  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1986Semimartingales: A course on stochastic processes199 cited
  • 1994Couverture des actifs contingents et prix maximum152 cited
  • 1980Espaces de semi martingales et changement de probabilit�96 cited
  • 1999Martingale problems for stochastic PDE’s86 cited
  • 1998Normalized stochastic integrals in topological vector spaces72 cited
  • 2004A note on completeness in large financial markets40 cited
  • 1980Sur les integrales stochastiques de processus previsibles non bornes30 cited
  • 1978Inegalites de normes pour les integrales stochastiques23 cited

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