Un survol de la théorie de l'intégrale stochastique

DOI10.1016/0304-4149(80)90017-4MaRDI QIDQ1140924zbMATH OpenOpenAlexFDO

Authors Claude Dellacherie

Publication date 1980

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(80)90017-4

zbMATH Keywords

Ito's formulasemimartingalesstochastic differential equationsstochastic integrals

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cited in

(10)

• Martingales and stochastic integrals in the theory of continuous trading
• One modification of the martingale transform and its applications to paraproducts and stochastic integrals
• A note on stochastic integrators
• Stochastic integrals on general topological measurable spaces
• Stochastic integration without tears
• Forward-convex convergence in probability of sequences of nonnegative random variables
• From Markov processes to semimartingales
• A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
• Information structure and equilibrium asset prices
• Pathwise stochastic integration and applications to the theory of continuous trading

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