scientific article; zbMATH DE number 3594415

MaRDI QIDQ4160197zbMATH OpenFDO

Authors Paul-André Meyer

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=SPS_1978__12__775_0, https://eudml.org/doc/113199

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Right processes (60J40) Local time and additive functionals (60J55)

Cited in

(6)

• Residual risks and hedging strategies in Markovian markets
• Naturality, standardness, and weak duality for Markov processes
• Stochastic calculus for continuous additive functionals of zero energy
• Intrinsically homogeneous sets, splitting times, and the big shift
• The Markov property at co-optional times
• scientific article; zbMATH DE number 3806614 (Why is no real title available?)

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