Semimartingales: A course on stochastic processes

DOI10.1515/9783110845563zbMath0503.60054OpenAlexW4245159036MaRDI QIDQ1173334

Michel Métivier

Publication date: 1982

Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110845563

zbMATH Keywords

semimartingalesconvergence theoremsquasimartingalesHilbert space valued martingalesDoob inequalitiesexistence and uniqueness of strong and weak solutions

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Stochastic integral equations (60H20)

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