Keywords

#émery_topology

Émery topology

Topology on the space of semimartingales

In martingale theory, Émery topology is a topology on the space of semimartingales. The topology is used in financial mathematics. The class of stochastic integrals with general predictable integrands coincides with the closure of the set of all simple integrals.

Fri 2nd

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Émery topology List of topologies John Lott (mathematician) Fona Supersymmetric theory of stochastic dynamics Iani Leonhard Euler List of inequalities List of University of Warwick people Genetic linkage
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