Integral representation of martingales in the brownian excursion filtration
P. Mc Gill (1986)
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.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Multiple stochastic integrals. A counter example”
Integral representation of martingales in the brownian excursion filtration
On processes with conditional independent increments and stable convergence in law
Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
Similarity:
A remark on stochastic integration
Hyungsok Ahn, Philip Protter (1994)
Séminaire de probabilités de Strasbourg
Similarity:
The Japanese contributions to martingale theory.
Watanabe, Shinzo (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
Similarity:
A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale
David Gilat, Isaac Meilijson (1988)
Séminaire de probabilités de Strasbourg
Similarity:
On the predictable representation property for super-processes
Ludger Overbeck (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations
Michel Métivier (1982)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on Malliavin's comparison lemma and related topics
John C. Taylor (1978)
Séminaire de probabilités de Strasbourg
Similarity:
On filtrations related to purely discontinuous martingales
Jan Hannig (2002)
Séminaire de probabilités de Strasbourg
Similarity: