Local martingales measures
Josef Štěpán, P. Ševčík (2000)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
Displaying similar documents to “A note on weak convergence on martingale measures”
Local martingales measures
Predictable representation of martingale spaces and changes of probability measures
Darrell Duffie (1985)
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:
Note on a stochastic integral equation
Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
Similarity:
Proofs of the martingale FCLT.
Whitt, Ward (2007)
Probability Surveys [electronic only]
Similarity:
Examples on local martingales
Norihiko Kazamaki (1972)
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: