Sur un théorème de H.J. Engelbert et J. Hess

DOI10.1080/17442508108833192zbMath0473.60046OpenAlexW1996065384MaRDI QIDQ3927982

Christophe Stricker

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833192

zbMATH Keywords

representation propertystopping of a continuous local martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05)

Related Items (1)

Filtrage non lineaire avec observation sur une variete

Cites Work

• Integral representation with respect to stopped continuous local martingales
• Quasimartingales, martingales locales, semimartingales et filtration naturelle

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