Caractéristiques locales et conditions de continuité absolue pour les semi-martingales
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- Type
- article
- Published
- 1976-03-01
- Cited by
- 95
- References
- 17
- Access
- Open access
- OpenAlex
- https://openalex.org/W1973644774
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:119540131
Keywords
Mathematics
References
- Quelques applications de la formule de changement de variables pour les semimartingales
- Capacités et processus stochastiques
- Probabilités et potentiel
- Bases mathématiques du calcul des probabilités
- The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
- Conditions for the absolute continuity of two diffusions
- Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes
- ABSOLUTE CONTINUITY AND RADON-NIKODYM DERIVATIVES FOR CERTAIN MEASURES RELATIVE TO WIENER MEASURE'
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Structure of densities of measures corresponding to stochastic processes
- Un théorème de représentation pour les martingales discontinues
- On the Absolute Continuity of Measures
- Transformation of Local Martingales Under a Change of Law
- On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes
- Diffusion processes with continuous coefficients, I
- Sur quelques problèmes fondamentaux de la théorie du filtrage
- On the absolute continuity of measures corresponding to stochastic processes
- Intégrales stochastiques par rapport aux martingales locales
Cited by
- Streams of a M/M/1 feedback queue in statistical equilibrium
- Quelques modèles de détection et filtrage optique
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND APPLICATIONS
- Curved exponential families of stochastic processes and their envelope families
- Stability results for a general class of interacting point processes dynamics, and applications
- Likelihood ratios and Bayesian inference for Poisson channels
- Sur la convergence des processus ponctuels
- Dynamic modelling and causality
- Espaces de semi martingales et changement de probabilité
- One application of the representation the orem for martingales: Isomorphism for flows of processes with independent increments
- Random time changes for multivariate counting processes
- Large deviation principle in nonparametric estimation of marked point processes
- On quasi likelihood for semimartingales
- The cumulant process and Esscher's change of measure
- ON THE REPRESENTATION OF INTEGRAL-VALUED RANDOM MEASURES AND LOCAL MARTINGALES BY MEANS OF RANDOM MEASURES WITH DETERMINISTIC COMPENSATORS
- Transformation des martingales locales par changement absolument continu de probabilities
- Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
- Semimartingales with values in R+m
- Sur l'intégrabilité uniforme des martingales exponentielles
- Semimartingales and Markov processes
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