Fonctions convexes et semimartingales

DOI10.1080/17442508308833243zbMATH Open0539.60044OpenAlexW1988797451MaRDI QIDQ3326534FDOQ3326534

Authors: Rajae Aboulaich, Ch. Stricker 

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833243

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zbMATH Keywords

Doob-Meyer decompositionsemimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cites Work

• Semimartingales and Markov processes

Cited In (6)

• On semimartingale decompositions of convex functions of semimartingales
• Title not available (Why is that?)
• Trading strategies generated by Lyapunov functions
• On the lack of semimartingale property
• Semimartingales and the standard Brownian motion
• Title not available (Why is that?)

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