Stochastic process measurability conditions
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Publication:1846302
DOI10.5802/aif.577zbMath0287.60032OpenAlexW2062902694WikidataQ56029283 ScholiaQ56029283MaRDI QIDQ1846302
Publication date: 1975
Published in: Annales de l'Institut Fourier (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIF_1975__25_3-4_163_0
Related Items (7)
Continuous lunches are free plus the design of optimal optimization algorithms ⋮ Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition ⋮ On linear stochastic equations of optional semimartingales and their applications ⋮ Semimartingale price systems in models with transaction costs beyond efficient friction ⋮ Amarts: A class of asymptotic martingales. II: Continuous parameter ⋮ Hyperamarts: Conditions for regularity of continuous parameter processes ⋮ Optimal stopping under model uncertainty and the regularity of lower Snell envelopes
Cites Work
- Pointwise convergence in terms of expectations
- [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]
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