Fonctions convexes et semimartingales

DOI10.1080/17442508308833243zbMath0539.60044OpenAlexW1988797451MaRDI QIDQ3326534

Rajae Aboulaich, Christophe Stricker

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833243

zbMATH Keywords

Doob-Meyer decompositionsemimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (1)

Trading strategies generated by Lyapunov functions

Cites Work

• Semimartingales and Markov processes

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