Quelques applications de la formule de changement de variables pour les semimartingales-Reference-Cited by-同舟云学术

Quelques applications de la formule de changement de variables pour les semimartingales

Published:1970 Issue:3 Volume:16 Page:181-194
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:fr
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Dol�ans-Dade C.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00534595.pdf

Reference7 articles.

1. Doléans-Dade, C., Meyer, P.A.: Intégrales stochastiques par rapport aux martingales locales. Séminaire de Probabilités IV, Université de Strasbourg. Lecture Notes in Mathematics. Berlin-Heidelberg-New York: Springer (à paraÎtre).

2. Doob, J.L.: Stochastic processes. New York: J. Wiley and Sons 1953.

3. Ito, K., Watanabe, S.: Transformation of Markov processes by additive functionals. Ann. Inst. Fourier 15, 13?30(1965).

4. Kunita, H., Watanabe, S.: On square integrable martingales. Nagoya math. J. 30, 209?246 (1967).

5. Maisonneuve, B.: Quelques martingales remarquables associées à une martingale continue. Ann. Inst. Henri Poincaré (à paraÎtre).

Cited by 151 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Simplified calculus for semimartingales: Multiplicative compensators and changes of measure;Stochastic Processes and their Applications;2023-07

2. Simplified stochastic calculus via semimartingale representations;Electronic Journal of Probability;2022-01-01

3. Martingales in Japan;The Splendors and Miseries of Martingales;2022

4. Stochastic Processes in the Decades after 1950;The Splendors and Miseries of Martingales;2022

5. Bibliography;Machine Learning for Risk Calculations;2021-12-16