CHANGES OF TIME, STOCHASTIC INTEGRALS, AND WEAK MARTINGALES

被引：18

|

作者：

KAZAMAKI, N

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1972年 / 22卷 / 01期

关键词：

D O I：

10.1007/BF00538903

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：25 / &

相关论文

共 50 条

[1] WEAK MARTINGALES AND STOCHASTIC INTEGRALS IN PLANE
WONG, E
ZAKAI, M
[J]. ANNALS OF PROBABILITY, 1976, 4 (04): : 570 - 586
[2] QUANTUM MARTINGALES AND STOCHASTIC INTEGRALS
WILDE, IF
[J]. LECTURE NOTES IN MATHEMATICS, 1988, 1303 : 363 - 373
[3] STOCHASTIC INTEGRALS WITH REGARD TO LOCAL MARTINGALES
DOLEANSD.C
MEYER, PA
[J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1969, 269 (03): : 144 - &
[4] SHARP INEQUALITIES FOR MARTINGALES AND STOCHASTIC INTEGRALS
BURKHOLDER, DL
[J]. ASTERISQUE, 1988, (157-58) : 75 - 94
[5] Conic martingales from stochastic integrals
Jeanblanc, Monique
Vrins, Frederic
[J]. MATHEMATICAL FINANCE, 2018, 28 (02) : 516 - 535
[6] MARTINGALES AND STOCHASTIC INTEGRALS FOR PROCESSES WITH A MULTIDIMENSIONAL PARAMETER
WONG, E
ZAKAI, M
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 29 (02): : 109 - 122
[7] LP NORMS OF STOCHASTIC INTEGRALS AND OTHER MARTINGALES
DAVIS, B
[J]. DUKE MATHEMATICAL JOURNAL, 1976, 43 (04) : 697 - 704
[8] MARTINGALES AND STOCHASTIC INTEGRALS IN THE THEORY OF SECURITIES MARKETS
HARRISON, JM
[J]. ADVANCES IN APPLIED PROBABILITY, 1980, 12 (02) : 270 - 271
[9] SHARP MAXIMAL INEQUALITY FOR MARTINGALES AND STOCHASTIC INTEGRALS
Osekowski, Adam
[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2009, 14 : 17 - 30
[10] MARTINGALES WITH A MULTIDIMENSIONAL PARAMETER AND STOCHASTIC INTEGRALS IN THE PLANE
WALSH, JB
[J]. LECTURE NOTES IN MATHEMATICS, 1986, 1215 : 329 - 491

← 1 2 3 4 5 →