scientific article; zbMATH DE number 5174012
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Publication:5294258
zbMath1133.60026MaRDI QIDQ5294258
Marzia De Donno, Maurizio Pratelli
Publication date: 24 July 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictable processeschange of probabilitycylidrical stochastic integralssequence of square integrable martingales
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A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets ⋮ Itô-Föllmer calculus in Banach spaces. I: The Itô formula ⋮ Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension ⋮ A theory of stochastic integration for bond markets ⋮ BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets ⋮ Stochastic integration with respect to cylindrical semimartingales
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