A note on stochastic integration with respect to optional semimartingales.
Kühn, Christoph, Stroh, Maximilian (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Displaying similar documents to “A comparison theorem for semimartingales and its applications”
A note on stochastic integration with respect to optional semimartingales.
Some remarks on the theory of stochastic integration
Jia-An Yan (1991)
Séminaire de probabilités de Strasbourg
Similarity:
Local martingales measures
Josef Štěpán, P. Ševčík (2000)
Acta Universitatis Carolinae. Mathematica et Physica
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:
Simple strategies in exponential utility maximization
Christophe Stricker (2002)
Séminaire de probabilités de Strasbourg
Similarity:
Predictable representation of martingale spaces and changes of probability measures
Darrell Duffie (1985)
Séminaire de probabilités de Strasbourg
Similarity:
On processes with conditional independent increments and stable convergence in law
Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
Similarity: