Continuous Time Models.

Summary In this chapter, we extend the results obtained in discrete time markets to a continuous time setting. We work with Ito semimartingale models in which the risky assets are modeled as a diffusion driven by a Brownian motion. Note however that most of the results presented below remain true in much more general setting, see e.g. [23] and [24]. The most technical results will be stated without proofs.