On the public citation graph
Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
0 signed · 105 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/cpa.3160220304openalex-snapshot
Diffusion processes with continuous coefficients, I
inferredcites →https://doi.org/10.1007/978-3-540-45530-1_10openalex-snapshot
Intégrales Stochastiques par Rapport aux Martingales Locales
inferredcites →https://doi.org/10.1007/978-3-662-59107-9openalex-snapshot
Capacités et processus stochastiques
inferredcites →https://doi.org/10.1007/bf00532705openalex-snapshot
Un th�or�me de repr�sentation pour les martingales discontinues
inferredcites →https://doi.org/10.1007/bf00534595openalex-snapshot
Quelques applications de la formule de changement de variables pour les semimartingales
inferredcites →https://doi.org/10.1007/bf00536010openalex-snapshot
Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
inferredcites →https://doi.org/10.1007/bf01540073openalex-snapshot
Structure of densities of measures corresponding to stochastic processes
inferredcites →https://doi.org/10.1090/s0002-9947-1974-0370794-1openalex-snapshot
Conditions for the Absolute Continuity of Two Diffusions
inferredcites →https://doi.org/10.1137/1117017openalex-snapshot
On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes
inferredcites →https://doi.org/10.1214/aoms/1177693332openalex-snapshot
The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
inferredcites →https://doi.org/10.1214/aoms/1177693500openalex-snapshot
Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
inferredcites →https://doi.org/10.1214/aop/1176996352openalex-snapshot
Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes
inferredcites →https://doi.org/10.1214/aop/1176996554openalex-snapshot
Transformation of Local Martingales Under a Change of Law
inferredcites →https://doi.org/10.15388/lmj.1971.21033openalex-snapshot
On the absolute continuity of measures corresponding to stochastic processes
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.249452openalex-extracted
Default Risk and Diversification: Theory and Empirical Implications
inferred← citeshttps://doi.org/10.1002/0471667196.ess0005openalex-snapshot
Absolute Continuity (of Measures on Infinite‐Dimensional Linear Spaces)
inferred← citeshttps://doi.org/10.1007/978-1-4615-7397-5_11openalex-snapshot
On Statistical Problems of Stochastic Processes with Penetrable Boundaries
inferred← citeshttps://doi.org/10.1007/978-3-031-05988-9_8openalex-snapshot
Stochastic Processes in the Decades after 1950
inferred← citeshttps://doi.org/10.1007/978-3-0348-8020-6_9openalex-snapshot
Quasi-invariance for Lévy Processes under Anticipating Shifts
inferred← citeshttps://doi.org/10.1007/978-3-540-30788-4_7openalex-snapshot
On the Absolute Continuity and Singularity of Measures on Filtered Spaces: Separating Times
inferred← citeshttps://doi.org/10.1007/978-3-662-06400-9_9openalex-snapshot
Girsanov’s Theorem and First Applications
inferred← citeshttps://doi.org/10.1007/978-94-011-7577-7_45openalex-snapshot
Jump Processes in Filtering and Detection
inferred← citeshttps://doi.org/10.1007/bf00049289openalex-snapshot
Curved exponential families of stochastic processes and their envelope families
inferred← citeshttps://doi.org/10.1007/bf00531446openalex-snapshot
Semimartingales and Markov processes
inferred← citeshttps://doi.org/10.1007/bf00531891openalex-snapshot
�quations de type de Boltzmann, spatialement homog�nes
inferred← citeshttps://doi.org/10.1007/bf00532238openalex-snapshot
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
inferred← citeshttps://doi.org/10.1007/bf00533303openalex-snapshot
�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
inferred← citeshttps://doi.org/10.1007/bf00534184openalex-snapshot
Espaces de semi martingales et changement de probabilit�
inferred← citeshttps://doi.org/10.1007/bf00537538openalex-snapshot
Changes of filtrations and of probability measures
inferred← citeshttps://doi.org/10.1007/bf00635961openalex-snapshot
Streams of a M/M/1 feedback queue in statistical equilibrium
inferred← citeshttps://doi.org/10.1007/bf00641409openalex-snapshot
Sur l'int�grabilit� uniforme des martingales exponentielles
inferred← citeshttps://doi.org/10.1007/bf00960075openalex-snapshot
Sur la convergence des processus ponctuels
inferred← citeshttps://doi.org/10.1007/bf00966574openalex-snapshot
Stochastic processes with penetrable boundaries
inferred← citeshttps://doi.org/10.1007/bf00968507openalex-snapshot
One application of the representation the orem for martingales: Isomorphism for flows of processes with independent increments
inferred← citeshttps://doi.org/10.1007/bf00970607openalex-snapshot
Semimartingales with values in R + m
inferred← citeshttps://doi.org/10.1007/bf00970831openalex-snapshot
Weak convergence of semimartingales
inferred← citeshttps://doi.org/10.1007/bf01116879openalex-snapshot
Weak convergence of semimartingales
inferred← citeshttps://doi.org/10.1007/bf01844873openalex-snapshot
Transformation des martingales locales par changement absolument continu de probabilities
inferred← citeshttps://doi.org/10.1007/bf01909254openalex-snapshot
On contiguity of probability measures corresponding to semimartingales
inferred← citeshttps://doi.org/10.1007/bf02999773openalex-snapshot
Quelques modèles de détection et filtrage optique
inferred← citeshttps://doi.org/10.1007/bfb0003995openalex-snapshot
On semimartingales with values in Euclidean halfspaces
inferred← citeshttps://doi.org/10.1007/bfb0003997openalex-snapshot
On the predictable jumps of martingales
inferred← citeshttps://doi.org/10.1007/bfb0006576openalex-snapshot
Sur les proprietes markoviennes du processus de filtrage
inferred← citeshttps://doi.org/10.1007/bfb0009377openalex-snapshot
Martingale methods in stochastic control
inferred← citeshttps://doi.org/10.1007/bfb0009379openalex-snapshot
The martingale calculus and applications
inferred← citeshttps://doi.org/10.1007/bfb0009398openalex-snapshot
Canonical form and local characteristics of semimartingales
inferred← citeshttps://doi.org/10.1007/bfb0064590openalex-snapshot
Decompositions multiplicatives de semimartingales exponentielles et applications
inferred← citeshttps://doi.org/10.1007/bfb0070856openalex-snapshot
Martingales locales a accroissements independants
inferred← citeshttps://doi.org/10.1007/bfb0070858openalex-snapshot
Un critere previsible pour l'uniforme integrabilite des semimartingales exponentielles
inferred← citeshttps://doi.org/10.1007/bfb0077493openalex-snapshot
Criteria of absolute continuity of measures corresponding to multivariate point processes
inferred← citeshttps://doi.org/10.1007/bfb0087207openalex-snapshot
Sur la construction des integrales stochastiques et les sous-espaces stables de martingales
inferred← citeshttps://doi.org/10.1007/bfb0088238openalex-snapshot
Un survol de la Theorie de l'Integrale Stochastique
inferred← citeshttps://doi.org/10.1007/bfb0101094openalex-snapshot
Un theoreme de representation des martingales pour les ensembles regeneratifs
inferred← citeshttps://doi.org/10.1007/s007800200069openalex-snapshot
The cumulant process and Esscher's change of measure
inferred← citeshttps://doi.org/10.1007/s10959-018-0814-4openalex-snapshot
Cylindrical Martingale Problems Associated with Lévy Generators
inferred← citeshttps://doi.org/10.1007/s11009-008-9110-6openalex-snapshot
Risk Processes with Non-stationary Hawkes Claims Arrivals
inferred← citeshttps://doi.org/10.1007/s11118-020-09874-0openalex-snapshot
Wasserstein Distance Estimates for Stochastic Integrals by Forward-Backward Stochastic Calculus
inferred← citeshttps://doi.org/10.1007/s11579-020-00262-1openalex-snapshot
No arbitrage in continuous financial markets
inferred← citeshttps://doi.org/10.1016/0022-1236(88)90006-7openalex-snapshot
Decompositions of semimartingales on J′
inferred← citeshttps://doi.org/10.1016/0304-4149(81)90026-0openalex-snapshot
Martingales and stochastic integrals in the theory of continuous trading
inferred← citeshttps://doi.org/10.1016/0304-4149(90)90011-gopenalex-snapshot
On quasi likelihood for semimartingales
inferred← citeshttps://doi.org/10.1016/j.spa.2017.07.004openalex-snapshot
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
inferred← citeshttps://doi.org/10.1016/j.spa.2024.104334openalex-snapshot
Wasserstein distance estimates for jump-diffusion processes
inferred← citeshttps://doi.org/10.1016/s0167-7152(98)00181-3openalex-snapshot
Large deviation principle in nonparametric estimation of marked point processes
inferred← citeshttps://doi.org/10.1016/s0304-4149(98)00005-2openalex-snapshot
Large deviation probabilities in estimation of Poisson random measures
inferred← citeshttps://doi.org/10.1016/s0304-4149(98)00006-4openalex-snapshot
Stability results for a general class of interacting point processes dynamics, and applications11This work was partially done while the author was with the Laboratoire des Signaux et Systèmes, CNRS-ESE, Plateau de Moulon, 91192 Gif-sur-Yvette, France.
inferred← citeshttps://doi.org/10.1017/s0001867800044049openalex-snapshot
Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
inferred← citeshttps://doi.org/10.1070/rm1990v045n03abeh002364openalex-snapshot
Analytic properties of infinite-dimensional distributions
inferred← citeshttps://doi.org/10.1070/sm1979v035n05abeh001615openalex-snapshot
ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
inferred← citeshttps://doi.org/10.1070/sm1980v036n01abeh001760openalex-snapshot
ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II
inferred← citeshttps://doi.org/10.1070/sm1981v039n02abeh001515openalex-snapshot
ON THE REPRESENTATION OF INTEGRAL-VALUED RANDOM MEASURES AND LOCAL MARTINGALES BY MEANS OF RANDOM MEASURES WITH DETERMINISTIC COMPENSATORS
inferred← citeshttps://doi.org/10.1080/02331888.2019.1579216openalex-snapshot
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
inferred← citeshttps://doi.org/10.1080/03461238.1978.10419480openalex-snapshot
Random time changes for multivariate counting processes
inferred← citeshttps://doi.org/10.1080/03461238.1987.10413826openalex-snapshot
Dynamic modelling and causality
inferred← citeshttps://doi.org/10.1080/17442507908833131openalex-snapshot
Convergence comparée des processus
inferred← citeshttps://doi.org/10.1109/isit.2016.7541808openalex-snapshot
Mutual information, relative entropy and estimation error in semi-martingale channels
inferred← citeshttps://doi.org/10.1109/tit.1978.1055925openalex-snapshot
Error-probability bounds for continuous-time decision problems
inferred← citeshttps://doi.org/10.1109/tit.2018.2829889openalex-snapshot
Mutual Information, Relative Entropy and Estimation Error in Semi-Martingale Channels
inferred← citeshttps://doi.org/10.1111/j.0960-1627.2005.00208.xopenalex-snapshot
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
inferred← citeshttps://doi.org/10.1111/j.1467-9469.2006.00518.xopenalex-snapshot
Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
inferred← citeshttps://doi.org/10.1111/j.1467-9868.2005.00512.xopenalex-snapshot
Local model uncertainty and incomplete-data bias
inferred← citeshttps://doi.org/10.1111/jofi.70070openalex-snapshot
Do Equity and Options Markets Agree about Volatility?
inferred← citeshttps://doi.org/10.1137/1123091openalex-snapshot
Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales
inferred← citeshttps://doi.org/10.1137/1124094openalex-snapshot
On Conditions for Uniform Integrability of Continuous Non-Negative Martingales
inferred← citeshttps://doi.org/10.1137/s0040585x97977367openalex-snapshot
Is There a Predictable Criterion for Mutual Singularity of Two Probability Measures on a Filtered Space?
inferred← citeshttps://doi.org/10.1137/s0040585x980166openalex-snapshot
Representation of a Class of Semimartingales as Stable Integrals. Part 2
inferred← citeshttps://doi.org/10.1142/s0219024908004944openalex-snapshot
BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS
inferred← citeshttps://doi.org/10.1214/18-ejp238openalex-snapshot
Absolute continuity of semimartingales
inferred← citeshttps://doi.org/10.1214/23-ps19openalex-snapshot
From Markov processes to semimartingales
inferred← citeshttps://doi.org/10.1214/25-aap2244openalex-snapshot
Estimation and inference for multivariate continuous-time autoregressive processes
inferred← citeshttps://doi.org/10.1214/ejp.v11-332openalex-snapshot
Convex Concentration Inequalities and Forward-Backward Stochastic Calculus
inferred← citeshttps://doi.org/10.2143/ast.26.1.563230openalex-snapshot
A semimartingale approach to some problems in Risk Theory
inferred← citeshttps://doi.org/10.2307/1403382openalex-snapshot
Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
inferred← citeshttps://doi.org/10.31390/cosa.1.2.06openalex-snapshot
Convex comparison inequalities for exponential jump-diffusion processes
inferred← citeshttps://doi.org/10.3150/24-bej1840openalex-snapshot
Compound multivariate Hawkes processes: Large deviations and rare event simulation
inferred← citeshttps://doi.org/10.4213/tvp312openalex-snapshot
Still on the semimartingales that are represented as stable integrals
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.