Aug 28 – 31, 2018
Angers - France
Europe/Paris timezone

On sets of laws of continuous martingales

Aug 28, 2018, 5:40 PM
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.