scientific article; zbMATH DE number 2046390

zbMATH Open1035.60055MaRDI QIDQ4451256FDOQ4451256

Authors: Samia Beghdadi-Sakrani 

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__366_0

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zbMATH Keywords

local martingalesstochastic calculusPaul Lévy's theoremSigned measures

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cited In (9)

• Representation of martingales under signed measures and the study of the classes ∑_s and ∑_s′
• Resolution of the skew Brownian motion equations with stochastic calculus for signed measures
• Time-changed local martingales under signed measures
• New classes of processes in stochastic calculus for signed measures
• On signed measure valued solutions of stochastic evolution equations
• Simplified calculus for semimartingales: multiplicative compensators and changes of measure
• Some contributions to the study of stochastic processes of the classes and
• On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
• A note on extremality and completeness in financial markets with infinitely many risky assets

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