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Séparation d'une sur-et d'une sousmartingale par une martingale

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Séminaire de Probabilités XXXII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1686))

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Références

  • C. Dellacherie et P.A. Meyer (1980) “Probabilités et Potentiel”, chapitre V à VIII, Hermann.

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  • J. Jacod (1979) “Calcul Stochastique et Problèmes de Martingales”, LN 714, Springer Verlag.

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  • E. Jouini et H. Kallal (1995) “Martingales and Arbitrage in Securities Markets with Transaction Costs”, Journal of Econ. Theory, 54, p. 259–304.

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  • P.A. Meyer et C. Yoeurp (1976) “Sur la décomposition multiplicative de sousmartingales positives”, Séminaire de Probabilités X, LN 511, p. 501–504, Springer Verlag.

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Author information

Authors and Affiliations

  1. Équipe de Mathématiques, URA CNRS 741, Université de Franche-Comté Route de Gray, 25030, Besançon cedex, France

    Tahir Choulli & Christophe Stricker

Authors
  1. Tahir Choulli
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  2. Christophe Stricker
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Jacques Azéma Marc Yor Michel Émery Michel Ledoux

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© 1998 Springer-Verlag

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Choulli, T., Stricker, C. (1998). Séparation d'une sur-et d'une sousmartingale par une martingale. In: Azéma, J., Yor, M., Émery, M., Ledoux, M. (eds) Séminaire de Probabilités XXXII. Lecture Notes in Mathematics, vol 1686. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101751

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  • DOI: https://doi.org/10.1007/BFb0101751

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-64376-0

  • Online ISBN: 978-3-540-69762-6

  • eBook Packages: Springer Book Archive

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