Caractéristiques locales et conditions de continuité absolue pour les semi-martingales
- 1 January 1976
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 35 (1) , 1-37
- https://doi.org/10.1007/bf00532597
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
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- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingalesProbability Theory and Related Fields, 1975
- Transformation of Local Martingales Under a Change of LawThe Annals of Probability, 1974
- Conditions for the absolute continuity of two diffusionsTransactions of the American Mathematical Society, 1974
- Capacités et processus stochastiquesPublished by Springer Nature ,1972
- The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related MeasuresThe Annals of Mathematical Statistics, 1971
- Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener MeasureThe Annals of Mathematical Statistics, 1971
- Quelques applications de la formule de changement de variables pour les semimartingalesProbability Theory and Related Fields, 1970
- Diffusion processes with continuous coefficients, ICommunications on Pure and Applied Mathematics, 1969