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Stochastics Volume 4, 1980 - Issue 2
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Original Articles

Integral representation with respect to stopped continuous local martingales

H. J. Engelbert Sektion Mathematik, Friedrich-Schiller-Universitat, German Democratic RepublicDDR-69 Jena
&
Juliane Hess Sektion Mathematik, Friedrich-Schiller-Universitat, German Democratic RepublicDDR-69 Jena
Pages 121-142 | Published online: 04 Apr 2007

Citations (12)

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Read on this site (4)

Peter Raupach. (1999) On driftless one-dimensional sdes with time-dependent diffusion coefficients. Stochastics and Stochastic Reports 67:3-4, pages 207-230.
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H. J. Engelbert & W. Schmidt. (1990) On a generalization of the theorem of p. levy. Stochastics and Stochastic Reports 29:1, pages 75-88.
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Monique Poniter & Jacques Szpirglas. (1985) Filtrage non lineaire avec observation sur une variete. Stochastics 15:2, pages 121-148.
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C. Stricker. (1981) Sur un théorème de H.J. Engelbert et J. Hess. Stochastics 6:1, pages 73-77.
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Articles from other publishers (8)

H.-J. Engelbert, M.A. Urusov & M. Walther. (2009) A canonical setting and separating times for continuous local martingales. Stochastic Processes and their Applications 119:4, pages 1039-1054.
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H. J. Engelbert & W. Schmidt. (2006) Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part II). Mathematische Nachrichten 144:1, pages 241-281.
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W. Schmidt. (2006) On Stochastic Differential Equations with Reflecting Barriers. Mathematische Nachrichten 142:1, pages 135-148.
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Christophe Stricker. 1988. Séminaire de Probabilités XXII. Séminaire de Probabilités XXII 144 146 .
Monique Pontier & Jacques Szpirglas. 1987. Stochastic Modelling and Filtering. Stochastic Modelling and Filtering 147 160 .
M. Pontier, C. Stricker & J. Szpirglas. 1986. Séminaire de Probabilités XX 1984/85. Séminaire de Probabilités XX 1984/85 34 39 .
H. J. Engelbert & W. Schmidt. (1985) On solutions of one-dimensional stochastic differential equations without drift. Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete 68:3, pages 287-314.
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H. J. Engelbert & Juliaen Hess. (2006) Stochastic Integrals of Continuous Local Martingales, I. Mathematische Nachrichten 97:1, pages 325-343.
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