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Représentation prévisible et changement de temps. (Previsible representation and change of time)

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Publication:1082712
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DOI10.1214/aop/1176992460zbMath0603.60038OpenAlexW2003563965MaRDI QIDQ1082712

Christophe Stricker

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992460


zbMATH Keywords

local martingalespredictable representation


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)


Related Items (2)

On the path structure of a semimartingale arising from monotone probability theory ⋮ Residual risks and hedging strategies in Markovian markets




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