Orateur
Prof.
Youri Kabanov
(Lomonosov Moscow State University and Université de Bourgogne Franche-Comté)
Description
We discuss relations between sets of laws of stochastic integrals with respect to a Wiener process
and general continuous martingales having quadratic characteristics whose RN-derivatives evolve in the
same convex set of positive semidefinite symmetric matrices.
