scientific article; zbMATH DE number 4137120

zbMATH Open0694.60050MaRDI QIDQ3469975FDOQ3469975

Authors: Luca Pratelli 

Publication date: 1989

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

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zbMATH Keywords

semimartingalespredictable processstochastic integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cited In (9)

• A note on the invariance under change of measure for stochastic test functions and distribution spaces
• Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands
• On one-dimensional stochastic differential equations driven by stable processes
• Measurability of semimartingale characteristics with respect to the probability law
• Title not available (Why is that?)
• Title not available (Why is that?)
• When is a stochastic integral a time change of a diffusion?
• Title not available (Why is that?)
• Synonymity, generalized martingales, and subfiltrations

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