CALCUL STOCHASTIQUE ET FINANCE - CMAP
... Continuous-time limit . . . . . . . . . . . . . . . . . . . . . . . . 25. 3 Some preliminaries on continuous-time processes. 29. 3.1 Filtration and stopping ...
... Continuous-time limit . . . . . . . . . . . . . . . . . . . . . . . . 25. 3 Some preliminaries on continuous-time processes. 29. 3.1 Filtration and stopping ...