scientific article; zbMATH DE number 3854115

MaRDI QIDQ3322941zbMATH OpenFDO

Authors Juan Ruiz de Chávez

Publication date 1984

Full work available at URL http://www.numdam.org/item?id=SPS_1984__18__245_0, https://eudml.org/doc/113485

zbMATH Keywords

Levy's theorem for signal measureslocal martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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(9)

• Maximal inequalities for \(g\)-martingales
• \(\mathcal E\)-martingales and their applications in mathematical finance
• Some Brownian functionals and their laws
• Time-changed local martingales under signed measures
• A note on extremality and completeness in financial markets with infinitely many risky assets
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• Representation of martingales under signed measures and the study of the classes \(\sum_s\) and \(\sum'_s\)
• On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
• Resolution of the skew Brownian motion equations with stochastic calculus for signed measures

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