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martingalesPerson
Sorne nonstandard filtrations and martingales are defined and some relations between them and the standard part 0 filtrations and martingales on a nonstandard, standard parameter set are established. Some results are also given about standard parts 0f some kinds 0f two parameter internal martingalesSe definen algunas filtraciones y martingalas no-estándar y se establecen algunas relaciones entre ellas y sus partes estándar con parámetros. Se presentan también algunos resultados acerca de las partes estándar de algunas clases de martingalas internas con dos parámetro
For a wide class of local martingales (M-t) there is a default function, which is not identically ze...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
AbstractLet M be a purely discontinuous martingale relative to a filtration (Ft). Given an arbitrary...
tablecen algunas relaciones entre ellas y sus partes estándar con parámetros. Se presentan también a...
Se definen algunas filtraciones y martingalas no-estándar y se establecen algunas relaciones entre e...
ABSTRACT. By means of nonstandard analysis we establish some lifting theo-rerns for two parameter st...
By means of nonstandard analysis we establish some lifting theorerms for two parameter stochastic pr...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Preprint enviat per a la seva publicació en una revista científica: Stochastic, 1985, volume 15, num...
AbstractLet M be a square integrable martingale indexed by [0, 1]2 with respect to a filtration whic...
AbstractThe preservation of the semi-martingale property in progressive enlargement of filtrations h...
The preservation of the semi-martingale property in progressive enlargement of filtrations has been ...
In this article, we define the notion of a filtration and the related notion of the usual hypotheses...
We sketch an stochastic integration theory for martigales using non standard analysis and relating t...
In this work, for a reference filtration F, we develop a method for computing the semimartingale dec...
For a wide class of local martingales (M-t) there is a default function, which is not identically ze...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
AbstractLet M be a purely discontinuous martingale relative to a filtration (Ft). Given an arbitrary...
tablecen algunas relaciones entre ellas y sus partes estándar con parámetros. Se presentan también a...
Se definen algunas filtraciones y martingalas no-estándar y se establecen algunas relaciones entre e...
ABSTRACT. By means of nonstandard analysis we establish some lifting theo-rerns for two parameter st...
By means of nonstandard analysis we establish some lifting theorerms for two parameter stochastic pr...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Preprint enviat per a la seva publicació en una revista científica: Stochastic, 1985, volume 15, num...
AbstractLet M be a square integrable martingale indexed by [0, 1]2 with respect to a filtration whic...
AbstractThe preservation of the semi-martingale property in progressive enlargement of filtrations h...
The preservation of the semi-martingale property in progressive enlargement of filtrations has been ...
In this article, we define the notion of a filtration and the related notion of the usual hypotheses...
We sketch an stochastic integration theory for martigales using non standard analysis and relating t...
In this work, for a reference filtration F, we develop a method for computing the semimartingale dec...
For a wide class of local martingales (M-t) there is a default function, which is not identically ze...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
AbstractLet M be a purely discontinuous martingale relative to a filtration (Ft). Given an arbitrary...
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