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Publication:3322941
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zbMath0537.60039MaRDI QIDQ3322941

Juan Ruiz de Chávez

Publication date: 1984

Full work available at URL: http://www.numdam.org/item?id=SPS_1984__18__245_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local martingaleLevy's theorem for signal measures


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)


Related Items (7)

Some Brownian functionals and their laws ⋮ Representation of martingales under signed measures and the study of the classes ∑s and ∑s′ ⋮ On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes ⋮ A note on extremality and completeness in financial markets with infinitely many risky assets ⋮ Time-changed local martingales under signed measures ⋮ \(\mathcal E\)-martingales and their applications in mathematical finance ⋮ Resolution of the skew Brownian motion equations with stochastic calculus for signed measures




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