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Caracterisation des semimartingales

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Séminaire de Probabilités XVIII 1982/83

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1059))

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References

  1. BOULEAU, N.: Sur la variation quadratique de certaines mesures vecto — rielles. Z. Wahrscheinlichkeitstheorie verw. Gebiete 61, 283–290 (1982).

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  2. DELLACHERIE, C. et MEYER, P.A.: Probabilités et Potentiel, B, théorie des martingales. Hermann, Paris 1979.

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  3. STRICKER, C.: Sur la caractérisation des semimartingales. Séminaire de Probabilités XV, Lecture Notes in M. 850, 523–525, Springer 1981.

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  4. YAN, J.A.: Caractérisation d'une classe d'ensembles convexes de L1 ou H1. Séminaire de Probabilités XIV, Lecture Notes in M. 784, 220–222, Springer 1980.

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Authors and Affiliations

  1. Laboratoire de Mathématiques E.R.A. CNRS 070 654, Route de Gray, 25030, Besancon Cedex

    C. Stricker

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  1. C. Stricker
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J. Azéma M. Yor

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© 1984 Springer-Verlag

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Stricker, C. (1984). Caracterisation des semimartingales. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVIII 1982/83. Lecture Notes in Mathematics, vol 1059. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100039

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  • DOI: https://doi.org/10.1007/BFb0100039

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13332-2

  • Online ISBN: 978-3-540-38858-6

  • eBook Packages: Springer Book Archive

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