… to the distribution p®k of k independent particles with same law P when the size … P, when
the size of the system tends to infinity, thus we have a law of large numbers. The distribution P …

… only on p and not on the local martingale M. For continuous local martingales and p 2 2 we
… For generallocal martingales and for all finite p 2 1 see, for example, Dellacherie-Meyer [48, …

… (il, F, P, F), where F is a P-complete a-algebra and where F = … We also assume that Fo
contains all the P-null sets of Fo and that F … t), then if one adds the P-null sets of:F? to FP, all t, the …

… of a Probability Measure we have P(B) = Σ=1 P(Ap) which increases with n to Σ P(An), and
also … the family of all numbers P({w}) for we does not characterize the probability P in general. …

… Let (fLo~, P) be a probability space carrying a standard d-dimensional Brownian motion W
= … We make the usual P-augmentation to each ~t so that ~-, contains all the P-null sets of ~. …

… lYn(t)I + Ta(A6) is stochastically bounded in n for each a and hence there exists ca so that
P{trna < a) < 1/a. In addition, E[[M']tA~crA = E[M'(t A TCa)2] and C2.2(i) is satisfied with Ta = Tca…

… Indeed, suppose the contingent claim is sold at price \(p > {\mathbb{E}}^{\mathbb{Q}}(C)\).
Then, one can short the contingent claim at p and construct a sequence of continuous and of …

… P. We say that Xn converges stably in law to X, written “Xn ⇒stably X”, if X is an E-valued
random variable defined on an extension P … on a result by Kurtz and Protter [8], who essentially …

Recently, various authors proposed Monte-Carlo methods for the computation of American
option prices, based on least squares regression. The purpose of this paper is to analyze an …

… 0, T satisfying the usual conditions, with P the statistical probability measure. The information
set (Gt : t … Let us begin with a filtered complete probability space , G, P, G , where G …