28-31 August 2018
Angers - France
Europe/Paris timezone

On sets of laws of continuous martingales

28 Aug 2018, 17:40
Angers - France

Angers - France


Prof. Youri Kabanov (Lomonosov Moscow State University and Université de Bourgogne Franche-Comté)


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.

Presentation Materials

There are no materials yet.
Your browser is out of date!

Update your browser to view this website correctly. Update my browser now