scientific article; zbMATH DE number 3633481

zbMath0407.60061MaRDI QIDQ4194235

Paul-André Meyer

Publication date: 1979

Full work available at URL: http://www.numdam.org/item?id=SPS_1979__13__199_0

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zbMATH Keywords

Stochastic IntegralsDoob's InequalityPredictable Projection of a Measurable Random Process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (8)

\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions ⋮ Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver ⋮ Dynamics of multivariate default system in random environment ⋮ Unnamed Item ⋮ Predictable and dual predictable projections of two-parameter stochastic processes ⋮ Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting ⋮ Successive enlargement of filtrations and application to insider information ⋮ \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting

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