Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh

  • Bernard de Meyer
Questions de Filtrations
First Online:
Part of the Lecture Notes in Mathematics book series (LNM, volume 1709)

Keywords

Harmonic Measure Nous Allons Nous Obtenons Nous Noterons Nous Montrerons 
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References

  1. [1]
    Barlow, M.T., M. Emery, F. B. Knight, S. Song and M. Yor (1998), Autour d'un théorème de Tsirelson sur des filtrations browniennes et non-browniennes, Sém. Prob. XXXII, Lecture Notes in Mathematics 1686, 264–305, Springer Verlag, Berlin.MATHGoogle Scholar
  2. [2]
    Tsirelson, B. (1997), Triple points: from non-Brownian Filtrations to harmonic measures, Geometric and Functional Analysis 7, 1096–1142, Birkhäuser Verlag, Basel.MATHGoogle Scholar
  3. [3]
    Yor, M. (1979), Sur l'étude des martingales continues extrémales. Stochastics 2, 191–196.MathSciNetCrossRefMATHGoogle Scholar
  4. [4]
    Yor, M. (1979), Sur le balayage des semimartingales continues. Sém. Prob. XIII, Lecture Notes in Mathematics 721, 453–471, Springer Verlag, Berlin.Google Scholar

Copyright information

© Springer-Verlag 1999

Authors and Affiliations

  • Bernard de Meyer

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