Séminaire de probabilités 1967 - 1980

A selection in martingale theory

  • Editors
  • Michel Émery
  • Marc Yor

Part of the Lecture Notes in Mathematics book series (LNM, volume 1771)

Table of contents

  1. Front Matter
    Pages I-X
  2. Michel Émery, Marc Yor
    Pages 1-8
  3. C. Dellacherie
    Pages 9-26
  4. C. Dellacherie
    Pages 27-48
  5. C. Dellacherie
    Pages 85-87
  6. P. A. Meyer
    Pages 97-119
  7. P. A. Meyer
    Pages 120-142
  8. C. Doléans-Dade, P. A. Meyer
    Pages 143-173
  9. P. A. Meyer
    Pages 174-329
  10. E. Lenglart, D. Lepingle, M. Pratelli
    Pages 361-383
  11. A. Bernard, B. Maisonneuve
    Pages 394-414
  12. C. Delacherie, C. Doleans-Dade
    Pages 473-483
  13. N. Kazamaki
    Pages 512-515
  14. C. Doléans-Dade, P. A. Meyer
    Pages 516-522
  15. Back Matter
    Pages 555-555

About this book


Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités", all out of print, for their historical and/or mathematical interest. Among the many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.


General theory of processes Martingale Stochastic processes history of probability theory stochastic calculus stochastic process

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2002
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-42813-8
  • Online ISBN 978-3-540-45530-1
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
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