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Grossissements de filtrations: exemples et applications pp 147–171Cite as

Inegalites de martingales continues arretees a un temps quelconque: Le role de certains espaces BMO

  • Chapitre III: Grossissement Progressif D'une Filtration
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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1118))

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References

  1. M.T. BARLOW: Study of a filtration expanded to include an honest time. Z.f.W. 44, 307–323, 1978.

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  2. M.T. BARLOW: Decomposition of a Markov process at an honest time. Preprint (1978).

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  3. N. El KAROUI, M. CHALEYAT-MAUREL: Un problème de réflexion et ses applications au temps local et aux équations différentielles stochastiques sur ℝ. Cas continu. In: "Temps Locaux"-Astérisque 52–53, 1978.

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  4. H.P. Mc KEAN: Stochastic Integrals. Academic Press (1969).

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  5. H. KUNITA: Cours de 3e cycle. Laboratoire de Probabilités Paris VI (1974).

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  6. E. LENGLART, D. LEPINGLE M. PRATELLI: Présentation unifiée de certaines inégalités de la théorie des martingales. Sém. Probas. XIV, Lect. Notes in Maths 784. Springer (1980).

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  7. M. YOR: Inégalités de martingales continues arrêtées à un temps quelconque: théorèmes généraux. Dans ce volume.

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  8. M. YOR: Grossissement initial d'une filtration, et absolue continuité de noyaux. Dans ce volume.

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  9. J. AZEMA, M. YOR: Temps locaux. Astérisque 52–53, p. 3–35, 1978.

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  10. M. YOR: Sur le balayage des semi-martingales continues. Sém. Proba. XIII, Lect. Notes in Maths 721 (1979).

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Authors
  1. Marc Yor
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Th. Jeulin M. Yor

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© 1985 Springer-Verlag

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Yor, M. (1985). Inegalites de martingales continues arretees a un temps quelconque: Le role de certains espaces BMO. In: Jeulin, T., Yor, M. (eds) Grossissements de filtrations: exemples et applications. Lecture Notes in Mathematics, vol 1118. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075773

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  • DOI: https://doi.org/10.1007/BFb0075773

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15210-1

  • Online ISBN: 978-3-540-39339-9

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