scientific article; zbMATH DE number 3703752

MaRDI QIDQ3896310zbMATH OpenFDO

Authors L. Galtchouk

Publication date 1980

Full work available at URL https://eudml.org/doc/71205

zbMATH Keywords

optional process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited in

(10)

• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)
• On Krylov's estimates for optional semimartingales
• On linear stochastic equations of optional semimartingales and their applications
• Financial markets in the context of the general theory of optional processes
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration
• A comparison theorem for stochastic equations of optional semimartingales
• On comparison theorem for optional SDEs via local times and applications
• Characteristics and constructions of default times
• Criteria for what makes a local optional martingale a true martingale

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