scientific article; zbMATH DE number 4190835

zbMATH Open0722.60048MaRDI QIDQ3209943FDOQ3209943

Authors: Rajeeva L. Karandikar 

Publication date: 1989

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• 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
• Convergence in the Semimartingale Topology and Constrained Portfolios

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