This note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X$ and $ Y$ being continuous local martingales. A method to construct solutions of this equation is given
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this paper we introduce the concept of \textit{conic martingales}. This class refers to stochasti...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
This note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
The martingale property in the context of stochastic differential equations Johannes Ruf* This note ...
The stochastic exponential $Z_t=\exp\{M_t-M_0-(1/2) _t\}$ of a continuous local martingale $M$ is it...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
The stochastic exponential Zt=expMt−M0−(12)MMt of a continuous local martingale M is itself a conti...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
Let Q and P be equivalent probability measures and let ψ be a J-dimensional vector of random variabl...
Abstract. For a real Borel measurable function b, which satisfies certain integrability conditions, ...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
For a real Borel measurable function b, which satisfies certain integrability conditions, it is poss...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this paper we introduce the concept of \textit{conic martingales}. This class refers to stochasti...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
This note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
The martingale property in the context of stochastic differential equations Johannes Ruf* This note ...
The stochastic exponential $Z_t=\exp\{M_t-M_0-(1/2) _t\}$ of a continuous local martingale $M$ is it...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
The stochastic exponential Zt=expMt−M0−(12)MMt of a continuous local martingale M is itself a conti...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
Let Q and P be equivalent probability measures and let ψ be a J-dimensional vector of random variabl...
Abstract. For a real Borel measurable function b, which satisfies certain integrability conditions, ...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
For a real Borel measurable function b, which satisfies certain integrability conditions, it is poss...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this paper we introduce the concept of \textit{conic martingales}. This class refers to stochasti...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
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