On a Lemma by Ansel and Stricker

DOI10.1007/978-3-540-71189-6_22MaRDI QIDQ5423765zbMATH OpenOpenAlexFDO

Authors Marzia De Donno, M. Pratelli

Publication date 31 October 2007

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-71189-6_22

Mathematics Subject Classification ID

Stochastic integrals (60H05) Financial applications of other theories (91G80)

Cited in

(3)

• A new perspective on the fundamental theorem of asset pricing for large financial markets
• On a Class of Generalized Integrands
• The Jacod-Yor theorem for sigma martingales and the second fundamental

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