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Fermeture de GT(Θ) et de L2(ℱ0)+GT(Θ)

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Séminaire de Probabilités XXVIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1583))

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Références

  1. C. Dellacherie et P.A. Meyer “Probabilités et potentiel”, Chapitres V à VIII, Théorie des martingales, Hermann, 1980.

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  2. J. Jacod “Calcul Stochastique et Problèmes de Martingales”, Lecture Notes in Mathematics 714, Springer, 1979.

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  3. P. Monat et C. Stricker “Föllmer-Schweizer Decomposition and Closedness of G T (Θ)”, preprint, Université de Franche-Comté, 1994.

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  4. P. Monat et C. Stricker “Décomposition de Föllmer-Schweizer et fermeture de G T (Θ)”, Note aux CRAS, T. 318, Série I, 1994.

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  5. M. Schweizer “Variance-Optimal Hedging in Discrete Time”, preprint, Université de Göttingen, 1994.

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  6. M. Schweizer “Approximating Random Variables by Stochastic Integrals”, à paraître dans Annals of Probability, 1994.

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  7. M. Schweizer “A Projection Result for Semimartingales”, à paraître dans Stochastics and Stochastics Reports, 1994. *** DIRECT SUPPORT *** A00I6B40 00007

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Authors and Affiliations

  1. Laboratoire de Mathématiques, URA CNRS 741, 16, Route de Gray, 25030, Besançon Cedex

    P. Monat & C. Stricker

Authors
  1. P. Monat
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  2. C. Stricker
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Jacques Azéma Marc Yor Paul André Meyer

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© 1994 Springer-Verlag

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Monat, P., Stricker, C. (1994). Fermeture de GT(Θ) et de L2(ℱ0)+GT(Θ). In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073847

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  • DOI: https://doi.org/10.1007/BFb0073847

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-58331-8

  • Online ISBN: 978-3-540-48656-5

  • eBook Packages: Springer Book Archive

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