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Martingales relatives

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Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

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Références

  1. Azéma (J.) Quelques applications de la théorie générale des processus, Inv. Math., 18, 1972, p. 293–336.

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  3. Azéma (J.) et Yor (M.) Sur les z'eros des martingales continues, ce volume.

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  4. Azéma (J.) et Yor (M.) Temps Locaux (ouvrage collectif), Astérisque, 52–53, Soc. Math. de France 1976.

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  5. Barlow (M.T.) Construction of a martingale with given absolute value, Ann. Prob., 9, 1981, p. 314–320.

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  6. Barlow (M.T.) et Yor (M.) Sur la construction d'une martingale continue de valeur absolue donnée, Sém. Prob. XIV, LN 784, 1980, p. 62–75.

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  7. Dellacherie (C.), Maisonneuve (B.) et Meyer (P.A.)Probabilités et Potentiels E, Chap. XVII à XXI, Hermann, Paris, 1992.

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  8. Jeulin (T.)Semimartingales et grossissement d'une filtration, Springer Lecture Notes in M., 833, 1980.

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  9. Protter (Ph.) et Sharpe (M.J.) Martingales with given absolute value, Ann. Prob., 7, 1979, p. 1056–1058.

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Authors
  1. J. Azéma
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  2. P. A. Meyer
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  3. M. Yor
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Azéma, J., Meyer, P.A., Yor, M. (1992). Martingales relatives. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084327

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  • DOI: https://doi.org/10.1007/BFb0084327

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive

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