This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Cherny, A.S.: General arbitrage pricing model: probability approache. Manu-script, availbale at: http://mech.math.msu.su/∼cherny
Jacod, J., Shiryaev, A.N.: Limit Theorems for Stochastic Processes. 2nd Ed. Springer 2003
Liptser, R.S., Shiryaev, A.N.: Theory of Martingales. Kluwer Acad. Publ., Dortrecht 1989
Meyer, P.-A.: Un cours sur les intégrales stochastiques. Lecture Notes in Mathe-matics 511, 245-400 (1976)
Revuz, D., Yor, M.: Continuous Martingales and Brownian Motion. 3rd Ed. Springer 2003
Yor, M.: Quelques intéractions entre mesures vectorielles et intégrales stochas-tiques. Lecture Notes in Mathematics 713, 264-281 (1979)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Cherny, A. (2006). Some Particular Problems of Martingale Theory. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_6
Download citation
DOI: https://doi.org/10.1007/978-3-540-30788-4_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-30782-2
Online ISBN: 978-3-540-30788-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)