Keywords
- Stochastic Process
- Probability Theory
- Martingale Measure
- Equivalent Martingale Measure
- Strictement Positive
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 subscriptionsRéférences
I. Karatzas, J.P. Lehoczky, S.E. Shreve. Equivalent martingale measures and optimal market completions.
I. Karatzas, J.P. Lehoczky, S.E. Shreve. Retraction of equivalent martingale measures and optimal market completions.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1992 Springer-Verlag
About this paper
Cite this paper
Lépingle, D. (1992). Orthogonalité et intégrabilité uniforme de martingales discrètes. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084320
Download citation
DOI: https://doi.org/10.1007/BFb0084320
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-56021-0
Online ISBN: 978-3-540-47342-8
eBook Packages: Springer Book Archive
