Caractéristiques locales et conditions de continuité absolue pour les semi-martingales
暂无分享,去创建一个
J. Jacod | J. Mémin | Jean Jacod | Jean Mémin
[1] S. Varadhan,et al. Diffusion processes with continuous coefficients, I , 1969 .
[2] J. Jacod. Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales , 1975 .
[3] J. Jacod. Un théorème de représentation pour les martingales discontinues , 1976 .
[4] J. Neveu. Bases mathématiques du calcul des probabilités , 1966 .
[5] T. Kailath,et al. Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes , 1975 .
[6] J. Mémin. Sur quelques problèmes fondamentaux de la théorie du filtrage , 1974 .
[7] J. H. Schuppen,et al. Transformation of Local Martingales Under a Change of Law , 1974 .
[8] Structure of densities of measures corresponding to stochastic processes , 1973 .
[9] Thomas Kailath,et al. ABSOLUTE CONTINUITY AND RADON-NIKODYM DERIVATIVES FOR CERTAIN MEASURES RELATIVE TO WIENER MEASURE' , 1971 .
[10] Steven Orey,et al. Conditions for the absolute continuity of two diffusions , 1974 .
[11] C. Doléans-Dade,et al. Intégrales stochastiques par rapport aux martingales locales , 1970 .
[12] T. Kailath. The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures , 1971 .
[13] P. Meyer,et al. Probabilités et potentiel , 1966 .
[14] Tyrone E. Duncan,et al. On the Absolute Continuity of Measures , 1970 .
[15] C. Doléans-Dade,et al. Quelques applications de la formule de changement de variables pour les semimartingales , 1970 .
[16] M. Ershov. On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes , 1972 .
[17] C. Dellacherie. Capacités et processus stochastiques , 1972 .