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Found 21 Documents (Results 1–21)

The Föllmer-Schweizer decomposition. (English) Zbl 0877.60029

Engelbert, Hans-Jürgen (ed.) et al., Stochastic processes and related topics. Proceedings of the 10th winter school, Siegmundsberg, Germany, March 13–19, 1994. Amsterdam: Gordon and Breach Publishers. Stochastics Monogr. 10, 77-89 (1996).
MSC:  60G44
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Two applications of the Galtchouk-Kunita-Watanabe decomposition. (Deux applications de la décomposition de Galtchouk-Kunita-Watanabe.) (French) Zbl 0877.60028

Azéma, J. (ed.) et al., Séminaire de probabilités XXX. Berlin: Springer. Lect. Notes Math. 1626, 12-23 (1996).
MSC:  60G44
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