Skip to main content
SpringerLink
Log in

Oscillation presque sûre de martingales continues

  • Conference paper
  • First Online:
Séminaire de Probabilités XXXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1655))

Résumé

Nous établissons une limite presque sûre en loi pour les variations de martingales continues. Ce résultat généralise un résultat précédent de Azaïs et Wschebor qui demandait des conditions techniques sur les martingales. On en déduit une approximation presque sûre faible de la mesure d’occupation à partir du nombre de franchissements.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 65.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. Azaïs, J-M. (1989). “Approximation des trajectoires et temps local des diffusions”. Ann. Inst. Henri Poincaré, Vol. 25, 2, 175–194.

    MathSciNet  MATH  Google Scholar 

  2. Azaïs, J-M. (1990). “Conditions for convergence of number of crossings to the local time. Application to stable processes with independent increments and to Gaussian processes”. Prob. and Math. Statistics, Vol. 11, 1, 19–36.

    MathSciNet  MATH  Google Scholar 

  3. Azaïs, J-M. & Wschebor M., (1996). “Almost Sure Oscillation of Certain Random Processes”. A paraître dans Bernoulli.

    Google Scholar 

  4. Berzin, C. & Wschebor, M. (1993). “Approximation du temps local des surfaces gaussiennes”. Probab. Theory Relat. Fields” 96, 1–32.

    Article  MathSciNet  MATH  Google Scholar 

  5. Nualart, D. & Wschebor, M. (1991). “Integration par parties dans l’espace de Wiener et approximation du temps local”. Probab. Th. Rel. Fields, 90, 83–109.

    Article  MathSciNet  MATH  Google Scholar 

  6. Wschebor, M. (1995). “Almost sure weak convergence of the increments of Lévy processes”. Stochastic Processes and their Applications 55, 253–270.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Laboratoire de Statistique et Probabilités UMR-CNRS C55830, Université Paul Sabatier, Toulouse, France

    Jean-Marc Azaïs

  2. Centro de Matemática, Facultad de Ciencias, Universidad de la Republica, Montevideo, Uruguay

    Mario Wschebor

Authors
  1. Jean-Marc Azaïs
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Mario Wschebor
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor Michel Emery

Rights and permissions

Reprints and permissions

Copyright information

© 1997 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Azaïs, JM., Wschebor, M. (1997). Oscillation presque sûre de martingales continues. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119293

Download citation

  • DOI: https://doi.org/10.1007/BFb0119293

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62634-3

  • Online ISBN: 978-3-540-68352-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation