Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 3962881

From MaRDI portal
Publication:3730737
Jump to:navigation, search

zbMATH Open0597.60045MaRDI QIDQ3730737FDOQ3730737


Authors: Shengwu He, Jia-gang Wang Edit this on Wikidata


Publication date: 1986



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



Recommendations

  • Enlargement of filtration and predictable representation property for semi-martingales
  • scientific article; zbMATH DE number 3921633
  • scientific article; zbMATH DE number 4058555
  • A martingale representation theorem for two independent semimartingales
  • Représentation prévisible et changement de temps. (Previsible representation and change of time)


zbMATH Keywords

semimartingalelocal martingaleweak property of predictable representationquasi-left-continuity


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Sample path properties (60G17) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)



Cited In (5)

  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • A martingale representation theorem for two independent semimartingales
  • Title not available (Why is that?)





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3730737)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3730737&oldid=17243591"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 5 February 2024, at 10:18. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki