�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
From MaRDI portal
Publication:4115871
DOI10.1007/BF00533303zbMath0346.60032OpenAlexW2913240118MaRDI QIDQ4115871
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00533303
Related Items
An explicit martingale version of the one-dimensional Brenier theorem, ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES, On a generalization of the theorem of p. levy, Understanding the dual formulation for the hedging of path-dependent options with price impact, Random time change and an integral representation for marked stopping times, On complete securities markets and the martingale property of securities prices, Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared, Stochastic Processes in the Decades after 1950, Robust Framework for Quantifying the Value of Information in Pricing and Hedging, Martingales and stochastic integrals in the theory of continuous trading, Toward A Convergence Theory For Continuous Stochastic Securities Market Models1, REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED, Remarks on the stochastic integral, Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals, The calculus of boundary processes, Changes of filtrations and of probability measures, Study of a filtration expanded to include an honest time, The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales, Sous-espaces stables de martingales, [https://portal.mardi4nfdi.de/wiki/Publication:3880008 Zero-one laws for the excursions and range of a L�vy process], Integral representation with respect to stopped continuous local martingales, [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions], On extremal solutions of martingale problems, On driftless one-dimensional sdes with time-dependent diffusion coefficients, A martingale characterisation of the Brownian excursion compensator, Sur l'etude des martingales continues extrêmales, Comportement des semi-martingales dans un grossissement de filtration, Shadow martingales -- a stochastic mass transport approach to the peacock problem, A stochastic calculus model of continuous trading: Complete markets, APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, On the predictable representation property of martingales associated with Lévy processes, Calcul des variations stochastique et processus de sauts
Cites Work
- Transformation of local martingales under a change of law
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues]
- [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
- Diffusion processes with continuous coefficients, I
- On Square Integrable Martingales
- Quelques applications de la formule de changement de variables pour les semimartingales
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
