Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales

From MaRDI portal
Publication:4076585

DOI10.1007/BF00532597zbMath0315.60026OpenAlexW1973644774MaRDI QIDQ4076585

Jean Jacod, Jean Mémin

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532597



Related Items

BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS, Unnamed Item, On the convergence of point processes, Decompositions of semimartingales on \({\mathcal S}'\), Unnamed Item, Unnamed Item, Semimartingales with values in \(R^m_+\), No arbitrage in continuous financial markets, Stochastic Processes in the Decades after 1950, From Markov processes to semimartingales, Stochastic processes with penetrable boundaries, Theory of stochastic processes, Martingales and stochastic integrals in the theory of continuous trading, Absolute continuity of semimartingales, Unnamed Item, Transformation des martingales locales par changement absolument continu de probabilities, Weak convergence of semimartingales, [https://portal.mardi4nfdi.de/wiki/Publication:4115871 �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales], Dynamic modelling and causality, Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations, Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models, [https://portal.mardi4nfdi.de/wiki/Publication:3347061 �quations de type de Boltzmann, spatialement homog�nes], Changes of filtrations and of probability measures, Random time changes for multivariate counting processes, [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles], Martingale characterization of random processes with independent increments, Control of jump processes and applications, Semimartingales and Markov processes, DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS, Large deviation probabilities in estimation of Poisson random measures, One application of the representation theorem for martingales; isomorphism for flows of processes with independent increments, On extremal solutions of martingale problems, Streams of a M/M/1 feedback queue in statistical equilibrium, On quasi likelihood for semimartingales, Local Model Uncertainty and Incomplete-Data Bias (With Discussion), Curved exponential families of stochastic processes and their envelope families, [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�], Cylindrical martingale problems associated with Lévy generators, Convergence comparée des processus, Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus, Large deviation principle in nonparametric estimation of marked point processes, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants, On contiguity of probability measures corresponding to semimartingales



Cites Work