scientific article; zbMATH DE number 708768

zbMATH Open0810.60047MaRDI QIDQ4318656FDOQ4318656

Martin Schweizer, Freddy Delbaen, Pascale Monat, Walter Schachermayer, Ch. Stricker

Publication date: 16 February 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

semimartingaleclosedness of a space of stochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) General theory of stochastic processes (60G07)

Cited In (7)

• Weighted invariance principle for Banach space-valued random variables
• Harmonic analysis of stochastic equations and backward stochastic differential equations
• Title not available (Why is that?)
• On representations of the set of supermartingale measures and applications in continuous time
• Stability results for martingale representations: The general case
• ON WEIGHTEDL²(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION
• A projection result for semimartingales

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