scientific article; zbMATH DE number 3793145

MaRDI QIDQ3969644zbMATH OpenFDO

Authors Michel Émery

Publication date 1982

zbMATH Keywords

semi-martingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalizations of martingales (60G48)

Cited in

(5)

• On bifractional Brownian motion
• Gaussian moving averages, semimartingales and option pricing.
• On infinitely divisible semimartingales
• Wiener integrals, Malliavin calculus and covariance measure structure
• Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales

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 Q3969644)