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Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands

Czichowsky, Christoph and Schweizer, Martin (2011) Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. In: Donati-Martin, Catherine , Lejay, Antoine and Rouault , Alain, (eds.) Séminaire De Probabilités Xliii. Lecture Notes in Mathematics(2006). Springer, Berlin, Germany, pp. 413-436. ISBN 9783642152160

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Item Type: Book Section
Official URL: http://www.springer.com
Additional Information: © 2011 Springer-Verlag
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 01 Oct 2013 08:03
URL: http://eprints.lse.ac.uk/53252/

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