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Un critere previsible pour l'uniforme integrabilite des semimartingales exponentielles

Martingales, Integrales Stochastiques

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 721)

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References

  1. C. DOLEANS-DADE: Quelques applications de la formule de changement de variable pour les semimartingales. Z.Wahr. 6 (1970).

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© 1979 Springer-Verlag

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Memin, J., Shiryayev, A.N. (1979). Un critere previsible pour l'uniforme integrabilite des semimartingales exponentielles. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070858

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  • DOI: https://doi.org/10.1007/BFb0070858

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  • Print ISBN: 978-3-540-09505-7

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