Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Locally Ф-integrable σ-martingale densitiesfor general semimartingales |
scientific article; zbMATH DE number 6577662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally Ф-integrable σ-martingale densitiesfor general semimartingales |
scientific article; zbMATH DE number 6577662 |
Statements
Locally Ф-integrable σ-martingale densitiesfor general semimartingales (English)
0 references
4 May 2016
0 references
semimartingales
0 references
\(\sigma\)-martingales
0 references
equivalent martingale measures
0 references
Jacod decomposition
0 references
mathematical finance
0 references
