AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local martingales using a simple time change technique. We allow progressively measurable integrands
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
AbstractLet (Ω,J,P;Jz) be a probability space with an increasing family of sub-σ-fields {Jz, z ∈ D},...
AbstractA simple proof is given of the representation of martingales adapted to the sigma fields of ...
AbstractConditions are given under which the order of differentiation with respect to a parameter an...
AbstractLet Xn = {Xn(t): 0 ⩽ t ⩽1}, n ⩾ 0, be a sequence of square-integrable martingales. The main ...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
In this note we develop the theory of stochastic integration w.r.t. continuous local martingales usi...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
AbstractLet (Ω,J,P;Jz) be a probability space with an increasing family of sub-σ-fields {Jz, z ∈ D},...
AbstractA simple proof is given of the representation of martingales adapted to the sigma fields of ...
AbstractConditions are given under which the order of differentiation with respect to a parameter an...
AbstractLet Xn = {Xn(t): 0 ⩽ t ⩽1}, n ⩾ 0, be a sequence of square-integrable martingales. The main ...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...