Changes of filtrations and of probability measures (Q3051166): Difference between revisions

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+Quelques applications de la formule de changement de variables pour les semimartingales
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+Q5612227
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+Q4136293
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+�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
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+Q5657974
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+Q4151478
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+Transformation of local martingales under a change of law
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+A likelihood ratio formula for two-dimensional random fields
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+Q4137835
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+Q4107690
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+Q4176233
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@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
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@@ Property / cites work @@
+On Square Integrable Martingales
@@ Property / cites work: On Square Integrable Martingales / rank @@
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@@ Property / cites work @@
+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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+Q4160163
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+Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
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+Q4140076
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@@ Property / cites work @@
+Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
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+Q4143954
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf00537538
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+W2043034463
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