Locally Ф-integrable σ-martingale densitiesfor general semimartingales-Reference-Cited by-同舟云学术

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Locally Ф-integrable σ-martingale densitiesfor general semimartingales

Published:2016-01-05 Issue:2 Volume:88 Page:191-266
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Choulli Tahir¹,Schweizer Martin²³

Affiliation:

1. Department of Mathematical and Statistical Sciences, University of Alberta, 632 Central Academic Building, Edmonton, AB T6G 2G1, Canada

2. Departement Mathematik, ETH Zürich, ETH-Zentrum, HG G 51.2, Rämistrasse 101, CH-8092 Zürich, Switzerland

3. Swiss Finance Institute, Walchestrasse 9, CH-8006Zürich, Switzerland

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2015.1052809

Reference33 articles.

1. Duality Relationships for Entropy-Like Minimization Problems

2. Partially finite convex programming, Part I: Quasi relative interiors and duality theory

3. T. Choulli, and M. Schweizer, A result on integral functionals with infinitely many constraints, Swiss Finance Institute Research Paper No. 15–38, available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2662476.

Cited by 1 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. A Result on Integral Functionals with Infinitely Many Constraints;SSRN Electronic Journal;2015

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