Dynamic spanning without probabilities (Q1327557): Difference between revisions

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+https://doi.org/10.1016/0304-4149(94)90128-7
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+The Representation of Functionals of Brownian Motion by Stochastic Integrals
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Q3957683
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+Q5793456
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+On the use of semimartingales and stochastic integrals to model continuous trading
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+From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup>
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+Q3217388
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+On Modeling Questions In Security Valuation
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+Martingales and stochastic integrals in the theory of continuous trading
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+On the integral representation of functionals of ltd processest
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+Q5719499
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+Information structure and equilibrium asset prices
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+Real and functional analysis
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+Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup>
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+Cauchy-Stieltjes and Riemann-Stieltjes integrals
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+Pathwise stochastic integration and applications to the theory of continuous trading
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+Publication:1327557