A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “A remark on a problem of Girsanov”
A remark on the class of martingales with bounded quadratic variation
Krickeberg's decomposition for local martingales
Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
Similarity:
On the Krickeberg decomposition of continuous martingales
Takeshi Sekiguchi (1976)
Séminaire de probabilités de Strasbourg
Similarity:
On a non symmetric operation for two-parameter martingales
F. Utzet (1985)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Similarity:
Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
A characterisation of the closure of in
Walter Schachermayer (1996)
Séminaire de probabilités de Strasbourg
Similarity:
Examples on local martingales
Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
Similarity:
A short proof of decomposition of strongly reduced martingales
Michal Morayne, Krzysztof Tabisz (1999)
Séminaire de probabilités de Strasbourg
Similarity: