scientific article; zbMATH DE number 4190835

MaRDI QIDQ3209943zbMATH OpenFDO

Authors Rajeeva L. Karandikar

Publication date 1989

zbMATH Keywords

Emery topologyconvergence of semimartingalesmultiplicative integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) General theory of stochastic processes (60G07)

Recommendations

• Convergence in various topologies for stochastic integrals driven by semimartingales
• scientific article; zbMATH DE number 19570
• scientific article; zbMATH DE number 933352
• Stability of strong solutions of stochastic differential equations
• scientific article; zbMATH DE number 3986297

Cited in

(7)

• Convergence in the Semimartingale Topology and Constrained Portfolios
• Robustness of the nonlinear filter: the correlated case.
• Linear filtering with Ornstein-Uhlenbeck process as noise
• On pathwise stochastic integration
• Rajeeva Laxman Karandikar: an appreciation
• Stochastic integrals and two filtrations
• Almost sure optimal hedging strategy

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3209943)