scientific article; zbMATH DE number 3564029
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Publication:4136293
zbMATH Open0362.60068MaRDI QIDQ4136293FDOQ4136293
Publication date: 1977
Title of this publication is not available (Why is that?)
Cited In (18)
- Zero-one laws for the excursions and range of a L�vy process
- Absolute continuity of semimartingales
- Changes of filtrations and of probability measures
- Study of a filtration expanded to include an honest time
- Stochastic integral equations for Walsh semimartingales
- Asset pricing for general processes
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
- On optimal arbitrage
- Martingales and stochastic integrals in the theory of continuous trading
- A Note On Utility Maximization Under Partial Observations1
- Semimartingales with values in \(R^m_+\)
- Control of jump processes and applications
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result
- On extremal solutions of martingale problems
- On contiguity of probability measures corresponding to semimartingales
- Theory of stochastic processes
- The weak functional representation of historical martingales
- Variational representations for continuous time processes
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