Abstract We investigate some new results concerning the m-stability property. We show in particular under the martingale representation property with respect to a bounded martingale S that an m-stable set of probability measures is the set of supermartingale measures for a family of discrete integral processes with respect to S
Abstract. Let T ⊂ R be a countable set, not necessarily discrete. Let ft, t ∈ T, be a family of real...
From the predictable reduction of a marked point process to Poisson, we derive a similar reduction t...
The notion of a stable set (introduced by von Neumann and Morgenstern, 1944) is an important tool in...
International audienceIn this paper, we obtain stability results for martingale representations in a...
Let X and Y be an m-dimensional F-semi-martingale and an n-dimensional H-semi-martingale, respective...
For any discrete-time P-local martingale S there exists a probability measure Q similar to P such th...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
Let Q be the set of equivalent martingale measures for a given process S, and let X be a process whi...
In a fully general setting, we study the relation between martingale spaces under two locally absolu...
Discrete stability extends the classical notion of stability to random elements in discrete spaces b...
AbstractFrom the predictable reduction of a marked point process to Poisson, we derive a similar red...
Given a set-valued stochastic process (Vt) T t=0, we say that the martingale selection problem is so...
A random discrete-time system {xn}, N = 0, 1, 2, ... is called stochastically stable if for every [e...
Abstract. Let T ⊂ R be a countable set, not necessarily discrete. Let ft, t ∈ T, be a family of real...
From the predictable reduction of a marked point process to Poisson, we derive a similar reduction t...
The notion of a stable set (introduced by von Neumann and Morgenstern, 1944) is an important tool in...
International audienceIn this paper, we obtain stability results for martingale representations in a...
Let X and Y be an m-dimensional F-semi-martingale and an n-dimensional H-semi-martingale, respective...
For any discrete-time P-local martingale S there exists a probability measure Q similar to P such th...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
Let Q be the set of equivalent martingale measures for a given process S, and let X be a process whi...
In a fully general setting, we study the relation between martingale spaces under two locally absolu...
Discrete stability extends the classical notion of stability to random elements in discrete spaces b...
AbstractFrom the predictable reduction of a marked point process to Poisson, we derive a similar red...
Given a set-valued stochastic process (Vt) T t=0, we say that the martingale selection problem is so...
A random discrete-time system {xn}, N = 0, 1, 2, ... is called stochastically stable if for every [e...
Abstract. Let T ⊂ R be a countable set, not necessarily discrete. Let ft, t ∈ T, be a family of real...
From the predictable reduction of a marked point process to Poisson, we derive a similar reduction t...
The notion of a stable set (introduced by von Neumann and Morgenstern, 1944) is an important tool in...