Multiple stochastic integrals. A counter example
Edwin Perkins (1985)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Edwin Perkins (1985)
Séminaire de probabilités de Strasbourg
Similarity:
Minkova, Leda D. (1996)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Kühn, Christoph, Stroh, Maximilian (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Peter Jaeger (2017)
Formalized Mathematics
Similarity:
We start with the definition of stopping time according to [4], p.283. We prove, that different definitions for stopping time can coincide. We give examples of stopping time using constant-functions or functions defined with the operator max or min (defined in [6], pp.37–38). Finally we give an example with some given filtration. Stopping time is very important for stochastic finance. A stopping time is the moment, where a certain event occurs ([7], p.372) and can be used together with...
T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
Similarity:
Watanabe, Shinzo (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
Similarity:
Svetlana Janković (1998)
Zbornik Radova
Similarity:
Hyungsok Ahn, Philip Protter (1994)
Séminaire de probabilités de Strasbourg
Similarity:
Motyl, Jerzy (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Richard F. Bass (2002)
Séminaire de probabilités de Strasbourg
Similarity:
Ma, Jin, Wang, Yusun (2009)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: