Valeurs prises par les martingales locales positives continues a un instant donné. (Values taken by continuous, positive local martingales at a given instant)

DOI10.1214/aop/1176990848zbMath0707.60040OpenAlexW2075475512MaRDI QIDQ919706

Christophe Stricker

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990848

zbMATH Keywords

martingale representation theorems

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)