Keywords
- Nous Allons
- Nous Montrons
- Nous Devon
- Approximate Random
- Stochastics Report
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your 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.
Références
C. Dellacherie et P.A. Meyer “Probabilités et potentiel”, Chapitres V à VIII, Théorie des martingales, Hermann, 1980.
J. Jacod “Calcul Stochastique et Problèmes de Martingales”, Lecture Notes in Mathematics 714, Springer, 1979.
P. Monat et C. Stricker “Föllmer-Schweizer Decomposition and Closedness of G T (Θ)”, preprint, Université de Franche-Comté, 1994.
P. Monat et C. Stricker “Décomposition de Föllmer-Schweizer et fermeture de G T (Θ)”, Note aux CRAS, T. 318, Série I, 1994.
M. Schweizer “Variance-Optimal Hedging in Discrete Time”, preprint, Université de Göttingen, 1994.
M. Schweizer “Approximating Random Variables by Stochastic Integrals”, à paraître dans Annals of Probability, 1994.
M. Schweizer “A Projection Result for Semimartingales”, à paraître dans Stochastics and Stochastics Reports, 1994. *** DIRECT SUPPORT *** A00I6B40 00007
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1994 Springer-Verlag
About this paper
Cite this paper
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
Download citation
DOI: https://doi.org/10.1007/BFb0073847
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-58331-8
Online ISBN: 978-3-540-48656-5
eBook Packages: Springer Book Archive
