Décomposition de Kunita-Watanabe
Jean-Pascal Ansel; Christophe Stricker
Séminaire de probabilités de Strasbourg (1993)
- Volume: 27, page 30-32
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topAnsel, Jean-Pascal, and Stricker, Christophe. "Décomposition de Kunita-Watanabe." Séminaire de probabilités de Strasbourg 27 (1993): 30-32. <http://eudml.org/doc/113855>.
@article{Ansel1993,
author = {Ansel, Jean-Pascal, Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local martingale; Kunita-Watanabe decomposition},
language = {fre},
pages = {30-32},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Décomposition de Kunita-Watanabe},
url = {http://eudml.org/doc/113855},
volume = {27},
year = {1993},
}
TY - JOUR
AU - Ansel, Jean-Pascal
AU - Stricker, Christophe
TI - Décomposition de Kunita-Watanabe
JO - Séminaire de probabilités de Strasbourg
PY - 1993
PB - Springer - Lecture Notes in Mathematics
VL - 27
SP - 30
EP - 32
LA - fre
KW - local martingale; Kunita-Watanabe decomposition
UR - http://eudml.org/doc/113855
ER -
References
top- [1] J.P. Ansel, C. Stricker : Couverture des actifs contingents (1992). A paraître.
- [2] J. Jacod : Calcul stochastique et problème de martingales. Lect. Notes Math., n° 714. Springer1979. Zbl0414.60053MR542115
- [3] N. El Karoui, M.C. Quenez : Dynamic Programming and Pricing of Contingent claims in an Incomplete Market. A paraître. Zbl0831.90010
- [4] H. Kunita, S. Watanabe : On square integrable martingales. Nagoya Math. J., 30, 1967, p. 209-245. Zbl0167.46602MR217856
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