A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (Q961008): Difference between revisions

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+Stochastic Integration with Jumps
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+Normal rank
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+A global view of Brownian penalisations
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+A class of remarkable submartingales
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+Q5533878
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+Option prices as probabilities. A new look at generalized Black-Scholes formulae
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+Multidimensional diffusion processes.
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+Les inegalites de sous-martingales, comme consequences de la relation de domination
+Normal rank