scientific article; zbMATH DE number 3608869

MaRDI QIDQ4174007zbMATH OpenFDO

Authors Claude Dellacherie, Marc Yor, Paul-André Meyer

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=SPS_1978__12__98_0, https://eudml.org/doc/113203

zbMATH Keywords

Banach SpaceBounded Mean OscillationConvergence Of MeasuresMartingaleVitali-Hahn-Saks-Theorem

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

Cited in

(5)

• Remarks on the class of continuous martingales with bounded quadratic variation
• A new aspect of \(L_{\infty}\) in the space of BMO-martingales
• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility
• Weak approximations for Wiener functionals
• Relative weak compactness in infinite-dimensional Fefferman-Meyer duality

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