A remark on a problem of Girsanov
Norihiko Kazamaki (1978)
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.
Displaying similar documents to “Infinitesimal behaviour of a continuous local martingale”
A remark on a problem of Girsanov
Local times and singularities of continuous local martingales
Michael J. Sharpe (1980)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
Integral representation of martingales in the brownian excursion filtration
P. Mc Gill (1986)
Séminaire de probabilités de Strasbourg
Similarity:
On continuous conditional gaussian martingales and stable convergence in law
Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
Similarity:
A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on ratio inequalities for continuous martingales
Norihiko Kazamaki, Masato Kikuchi (1989)
Studia Mathematica
Similarity:
Martingale problems for conditional distributions of Markov processes.
Kurtz, Thomas G. (1998)
Electronic Journal of Probability [electronic only]
Similarity:
The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
Dimitar I. Hadjiev (1985)
Séminaire de probabilités de Strasbourg
Similarity: