搜索结果: 1-1 共查到“货币银行学 Bichteler--Dellacherie Theorem”相关记录1条 . 查询时间(0.14 秒)
A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
Direct Proof Bichteler--Dellacherie Theorem Connections to Arbitrage
2010/10/20
We give an elementary proof of the celebrated Bichteler-Dellacherie Theorem which states that the class of stochastic processes $S$ allowing for a useful integration theory consists precisely of thos...