ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (Q4372023): Difference between revisions
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Property / DOI: 10.1111/j.1467-9965.1994.tb00049.x / rank | |||
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Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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Property / cites work: A stochastic calculus model of continuous trading: Complete markets / rank | |||
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Property / cites work: Q4039796 / rank | |||
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Property / cites work: On complete securities markets and the martingale property of securities prices / rank | |||
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Property / cites work: Q3997782 / rank | |||
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Property / DOI: 10.1111/J.1467-9965.1994.TB00049.X / rank | |||
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Latest revision as of 22:01, 29 December 2024
scientific article; zbMATH DE number 1106708
Language | Label | Description | Also known as |
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English | ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION |
scientific article; zbMATH DE number 1106708 |
Statements
ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (English)
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22 July 1998
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predictable stopping times and processes
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equivalent martingale measures
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complete markets
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