A projection result for semimartingales

DOI10.1080/17442509408833934zbMath0832.60057OpenAlexW3123888098MaRDI QIDQ4853906

Martin Schweizer

Publication date: 13 February 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833934

zbMATH Keywords

semimartingalesstochastic integralsprojection theoremfinancial mathematicsmean-variance tradeoff

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (1)

Harmonic analysis of stochastic equations and backward stochastic differential equations

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