Orthogonalité et intégrabilité uniforme de martingales discrètes

Dominique Lépingle

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 167-169

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Lépingle, Dominique. "Orthogonalité et intégrabilité uniforme de martingales discrètes." Séminaire de probabilités de Strasbourg 26 (1992): 167-169. <http://eudml.org/doc/113794>.

@article{Lépingle1992,
author = {Lépingle, Dominique},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {product of two strictly positive martingales; uniformly integrable martingale},
language = {fre},
pages = {167-169},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Orthogonalité et intégrabilité uniforme de martingales discrètes},
url = {http://eudml.org/doc/113794},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Lépingle, Dominique
TI - Orthogonalité et intégrabilité uniforme de martingales discrètes
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 167
EP - 169
LA - fre
KW - product of two strictly positive martingales; uniformly integrable martingale
UR - http://eudml.org/doc/113794
ER -

References

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  1. [1] I. Karatzas, J.P. Lehoczky, S.E. Shreve. Equivalent martingale measures and optimal market complétions. 
  2. [2] I. Karatzas, J.P. Lehoczky, S.E. Shreve. Retraction of equivalent martingale measures and optimal market completions. 

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