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Orthogonalité et uniforme intégrabilité de martingales Etude d'une classe d'exemples

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Séminaire de Probabilités XXVIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1583))

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Bibliographie

  • [DG] Dubins, L.E.; Gilat, D.: On the distribution of maxima of martingales. Proc. of the A.M.S., vol. 68, n o 3, 1978.

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  • [DMY] Dellacherie, C.; Meyer, P.A.; Yor, M.: Sur certaines propriétés des espaces de Banach H1 et BMO. Séminaire de Probabilités XII, Lecture Notes in Maths. vol. 649, Berlin-Heidelberg, New-York, Springer, 98–113, 1978.

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  • [L] Lépingle, D.: Orthogonalité et intégrabilité uniforme de martingales discrètes. Séminaire de Probabilités XXVI, Lecture Notes in Maths. vol. 1526, Berlin Heidelberg, New-York, Springer, 167–169, 1992.

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  • [V] Vallois, P.: Sur la loi du maximum et du temps local d'une martingale continue. A paraître dans les Proceedings of the London Math. Soc. 1994.

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  • [V2] Vallois, P.: On the joint distribution of the supremum and the terminal value of a uniformly integrable martingale. A paraître dans 9 th Winterschool on stochastic processes and optimal control, 1992.

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Jacques Azéma Marc Yor Paul André Meyer

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© 1994 Springer-Verlag

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Vallois, P. (1994). Orthogonalité et uniforme intégrabilité de martingales Etude d'une classe d'exemples. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073834

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  • DOI: https://doi.org/10.1007/BFb0073834

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  • Print ISBN: 978-3-540-58331-8

  • Online ISBN: 978-3-540-48656-5

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