scientific article; zbMATH DE number 3854115

zbMATH Open0537.60039MaRDI QIDQ3322941FDOQ3322941

Authors: Juan Ruiz de Chávez 

Publication date: 1984

Full work available at URL: http://www.numdam.org/item?id=SPS_1984__18__245_0

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

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zbMATH Keywords

local martingaleLevy's theorem for signal measures

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited In (9)

• Resolution of the skew Brownian motion equations with stochastic calculus for signed measures
• Time-changed local martingales under signed measures
• Representation of martingales under signed measures and the study of the classes \(\sum_s\) and \(\sum'_s\)
• \(\mathcal E\)-martingales and their applications in mathematical finance
• Maximal inequalities for \(g\)-martingales
• Title not available (Why is that?)
• On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
• Some Brownian functionals and their laws
• A note on extremality and completeness in financial markets with infinitely many risky assets

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