Fermeture de G T ( Θ ) et de L 2 ( 0 ) + G T ( Θ )

Pascale Monat; Christophe Stricker

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 189-194

How to cite


Monat, Pascale, and Stricker, Christophe. "Fermeture de $G_T(\Theta )$ et de $L^2({\mathcal {F}}_0)+G_T(\Theta )$." Séminaire de probabilités de Strasbourg 28 (1994): 189-194. <http://eudml.org/doc/113874>.

author = {Monat, Pascale, Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingale; locally square-integrable local martingale; isometry property of the stochastic integral},
language = {fre},
pages = {189-194},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Fermeture de $G_T(\Theta )$ et de $L^2(\{\mathcal \{F\}\}_0)+G_T(\Theta )$},
url = {http://eudml.org/doc/113874},
volume = {28},
year = {1994},

AU - Monat, Pascale
AU - Stricker, Christophe
TI - Fermeture de $G_T(\Theta )$ et de $L^2({\mathcal {F}}_0)+G_T(\Theta )$
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 189
EP - 194
LA - fre
KW - semimartingale; locally square-integrable local martingale; isometry property of the stochastic integral
UR - http://eudml.org/doc/113874
ER -


  1. [1] C. Dellacherie et P.A. Meyer "Probabilités et potentiel", Chapitres V à VIII, Théorie des martingales, Hermann, 1980. Zbl0464.60001MR566768
  2. [2] J. Jacod "Calcul Stochastique et Problèmes de Martingales", Lecture Notes in Mathematics714, Springer, 1979. Zbl0414.60053MR542115
  3. [3] P. Monat et C. Stricker "Fôllmer-Schweizer Decomposition and Closedness of GT(Θ)", preprint, Université de Franche-Comté, 1994. Zbl0797.60040MR1270084
  4. [4] P. Monat et C. Stricker "Décomposition de Fôllmer-Schweizer et fermeture de GT(Θ) ", Note aux CRAS, T. 318, Série I, 1994. Zbl0797.60040MR1270084
  5. [5] M. Schweizer "Variance-Optimal Hedging inDiscrete Time", preprint, Université de Göttingen, 1994. MR1320445
  6. [6] M. Schweizer " Approximating Random Variables by Stochastic Integrals", à paraître dans Annals of Probability, 1994. Zbl0814.60041MR1303653
  7. [7] M. Schweizer "A Projection Result for Semimartingales", à paraître dans Stochastics and Stochastics Reports, 1994. Zbl0832.60057MR1786114

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