Skip to main content
  • Book
  • © 2002

Séminaire de Probabilités 1967-1980

A Selection in Martingale Theory

  • the Séminaire de Probabilités from its first 25 years!

  • Includes supplementary material: sn.pub/extras

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

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

Buying options

eBook USD 79.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (Canada)
  • 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

Learn about institutional subscriptions

This is a preview of subscription content, access via your institution.

Table of contents (27 chapters)

  1. Front Matter

    Pages I-X
  2. A short presentation of the selected articles

    • Michel Émery, Marc Yor
    Pages 1-8
  3. Ensembles Aléatoires I

    • C. Dellacherie
    Pages 9-26
  4. Ensembles Aleatoires II

    • C. Dellacherie
    Pages 27-48
  5. Un Ensemble Progressivement Mesurable

    • C. Dellacherie
    Pages 85-87
  6. Intégrales Stochastiques I

    • P. A. Meyer
    Pages 97-119
  7. Intégrales Stochastiques II

    • P. A. Meyer
    Pages 120-142
  8. Intégrales Stochastiques par Rapport aux Martingales Locales

    • C. Doléans-Dade, P. A. Meyer
    Pages 143-173
  9. Un Cours sur les Intégrales Stochastiques

    • P. A. Meyer
    Pages 174-329
  10. Presentation Unifiee de Certaines Inegalites de la Theorie des Martingales

    • E. Lenglart, D. Lepingle, M. Pratelli
    Pages 361-383
  11. Decomposition Atomique de Martingales de la Classe H1

    • A. Bernard, B. Maisonneuve
    Pages 394-414

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.

Keywords

  • General theory of processes
  • Martingale
  • Stochastic processes
  • history of probability theory
  • stochastic calculus
  • stochastic process
  • quantitative finance

Bibliographic Information

  • Book Title: Séminaire de Probabilités 1967-1980

  • Book Subtitle: A Selection in Martingale Theory

  • Editors: Michel Émery, Marc Yor

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/b82894

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2002

  • Softcover ISBN: 978-3-540-42813-8Published: 04 December 2001

  • eBook ISBN: 978-3-540-45530-1Published: 21 October 2004

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: IX, 553

  • Topics: Probability Theory, Mathematics in Business, Economics and Finance

Buying options

eBook USD 79.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (Canada)
  • 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

Learn about institutional subscriptions