�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
From MaRDI portal
Publication:4115871
Cites work
- Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
- Diffusion processes associated with L�vy generators
- Diffusion processes with continuous coefficients, I
- scientific article; zbMATH DE number 3516391 (Why is no real title available?)
- scientific article; zbMATH DE number 3530721 (Why is no real title available?)
- scientific article; zbMATH DE number 3530737 (Why is no real title available?)
- scientific article; zbMATH DE number 3538602 (Why is no real title available?)
- scientific article; zbMATH DE number 3540164 (Why is no real title available?)
- scientific article; zbMATH DE number 3564029 (Why is no real title available?)
- scientific article; zbMATH DE number 3565841 (Why is no real title available?)
- scientific article; zbMATH DE number 3574682 (Why is no real title available?)
- scientific article; zbMATH DE number 3583004 (Why is no real title available?)
- scientific article; zbMATH DE number 3223984 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3283822 (Why is no real title available?)
- scientific article; zbMATH DE number 3334738 (Why is no real title available?)
- scientific article; zbMATH DE number 3369560 (Why is no real title available?)
- scientific article; zbMATH DE number 3390061 (Why is no real title available?)
- On Square Integrable Martingales
- Quelques applications de la formule de changement de variables pour les semimartingales
- Transformation of local martingales under a change of law
- Un th�or�me de repr�sentation pour les martingales discontinues
Cited in
(35)- Random time change and an integral representation for marked stopping times
- Martingales and stochastic integrals in the theory of continuous trading
- Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals
- On complete securities markets and the martingale property of securities prices
- Remarks on the stochastic integral
- A stochastic calculus model of continuous trading: Complete markets
- Shadow martingales -- a stochastic mass transport approach to the peacock problem
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Understanding the dual formulation for the hedging of path-dependent options with price impact
- The predictable representation property of compensated-covariation stable families of martingales
- Admissibility of generic market models of forward swap rates
- Changes of filtrations and of probability measures
- An explicit martingale version of the one-dimensional Brenier theorem
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES
- On a generalization of the theorem of p. levy
- Zero-one laws for the excursions and range of a L�vy process
- Integral representation with respect to stopped continuous local martingales
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
- On extremal solutions of martingale problems
- Calcul des variations stochastique et processus de sauts
- Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared
- Study of a filtration expanded to include an honest time
- Sous-espaces stables de martingales
- Sur l'etude des martingales continues extrêmales
- Comportement des semi-martingales dans un grossissement de filtration
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models1
- REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
- On driftless one-dimensional sdes with time-dependent diffusion coefficients
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging
- The calculus of boundary processes
- On the predictable representation property of martingales associated with Lévy processes
- Stochastic Processes in the Decades after 1950
- The Jacod-Yor theorem for sigma martingales and the second fundamental
- On the representation property for 1D general diffusion semimartingales
- A martingale characterisation of the Brownian excursion compensator
This page was built for publication: �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4115871)
