scientific article; zbMATH DE number 3328740

zbMATH Open0206.48401MaRDI QIDQ5607002FDOQ5607002

Authors: Claude Dellacherie 

Publication date: 1970

Full work available at URL: http://www.numdam.org/item?id=SPS_1970__4__60_0

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

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited In (11)

• No arbitrage in a simple credit risk model
• Single jump filtrations and local martingales
• Stability of the classification of stopping times
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Single jump processes and strict local martingales
• The joint law of a max-continuous local submartingale and its maximum
• The uniform integrability of martingales. On a question by Alexander Cherny
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sur les helices du flot special sous une fonction
• Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale

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