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Projection optionnelle et semimartingales

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 784))

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References

  1. M.T. BARLOW: On the left end points of brownian excursions. Séminaire de probabilités XIII, L.N. 721, (1979) p. 646.

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  2. C. STRICKER: Quasimartingales, martingales locales, semimartingales et filtration naturelle Z.W. 39 (1977) p. 55–64.

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Authors

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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Stricker, C. (1980). Projection optionnelle et semimartingales. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089474

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  • DOI: https://doi.org/10.1007/BFb0089474

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

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