Qu'est-ce que « Self-financing strategy » ?

A trading strategy $(\theta_k)$, adapted to the information available at each date, is a self-financing strategy if nothing is added or withdrawn between $0$ and $T$: every rebalancing is paid for by the portfolio itself, so its value changes only through price changes, $V_{t_{k+1}}-V_{t_k}=\theta_k\cdot(S_{t_{k+1}}-S_{t_k})$ in discounted units. In continuous time, $dV_t=\theta_t\,dS_t$ with a stochastic integral.