scientific article; zbMATH DE number 3564029
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Publication:4136293
Cited in
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- Theory of stochastic processes
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- Absolute continuity of semimartingales
- The weak functional representation of historical martingales
- Changes of filtrations and of probability measures
- Zero-one laws for the excursions and range of a L�vy process
- On extremal solutions of martingale problems
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
- Study of a filtration expanded to include an honest time
- Control of jump processes and applications
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- Principal-multiagents problem under equivalent changes of measure: general study and an existence result
- Variational representations for continuous time processes
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- On optimal arbitrage
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