Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales

DOI10.1007/BF00532597zbMATH Open0315.60026OpenAlexW1973644774MaRDI QIDQ4076585FDOQ4076585

Jean Jacod, Jean Mémin

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532597

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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• Un th�or�me de repr�sentation pour les martingales discontinues
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• The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
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Cited In (44)

• Absolute continuity of semimartingales
• Changes of filtrations and of probability measures
• Semimartingales and Markov processes
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
• DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
• From Markov processes to semimartingales
• One application of the representation theorem for martingales; isomorphism for flows of processes with independent increments
• On the convergence of point processes
• �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
• No arbitrage in continuous financial markets
• Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
• Transformation des martingales locales par changement absolument continu de probabilities
• BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS
• Martingales and stochastic integrals in the theory of continuous trading
• Semimartingales with values in \(R^m_+\)
• Control of jump processes and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic processes with penetrable boundaries
• Large deviation principle in nonparametric estimation of marked point processes
• Streams of a M/M/1 feedback queue in statistical equilibrium
• On extremal solutions of martingale problems
• On contiguity of probability measures corresponding to semimartingales
• Theory of stochastic processes
• Random time changes for multivariate counting processes
• Decompositions of semimartingales on \({\mathcal S}'\)
• Espaces de semi martingales et changement de probabilit�
• On quasi likelihood for semimartingales
• Large deviation probabilities in estimation of Poisson random measures
• Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus
• Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
• Cylindrical martingale problems associated with Lévy generators
• Stochastic Processes in the Decades after 1950
• Dynamic modelling and causality
• �quations de type de Boltzmann, spatialement homog�nes
• Curved exponential families of stochastic processes and their envelope families
• Martingale characterization of random processes with independent increments
• Convergence comparée des processus
• Weak convergence of semimartingales
• Title not available (Why is that?)
• Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
• Local Model Uncertainty and Incomplete-Data Bias (With Discussion)
• Title not available (Why is that?)
• Sur l'int�grabilit� uniforme des martingales exponentielles

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