Sur les integrales stochastiques optionnelles et une suite remarquable de formules exponentielles
- 1 January 1976
- book chapter
- Published by Springer Nature
- p. 481-500
- https://doi.org/10.1007/bfb0101123
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Diffusion processes associated with L vy generatorsProbability Theory and Related Fields, 1975
- 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