Convergence of local supermartingales-Reference-Cited by-同舟云学术

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Convergence of local supermartingales

Published:2020-11-01 Issue:4 Volume:56 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Larsson Martin,Ruf Johannes

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aihp/1603267239

Cited by 5 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. Pure-jump semimartingales;Bernoulli;2021-11-01

3. Simplified stochastic calculus with applications in Economics and Finance;European Journal of Operational Research;2021-09

4. Filtration shrinkage, the structure of deflators, and failure of market completeness;Finance and Stochastics;2020-09-02

5. Simplified Stochastic Calculus: Multiplicative Compensators and Changes of Measure;SSRN Electronic Journal;2020

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