Optional decomposition for continuous semimartingales under arbitrary filtrations
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Publication:2517289
DOI10.1214/ECP.v20-4090zbMath1327.60102arXiv1501.04274MaRDI QIDQ2517289
Ioannis Karatzas, Constantinos Kardaras
Publication date: 17 August 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.04274
60G48: Generalizations of martingales
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals