28-31 août 2018
Angers - France
Fuseau horaire Europe/Paris

On sets of laws of continuous martingales

28 août 2018 à 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.

Documents de présentation

Aucun document.
Your browser is out of date!

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