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Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales

Martingales, Stochastic Integrals

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Part of the Lecture Notes in Mathematics book series (LNM,volume 695)

Keywords

  • Martingale Locale
  • Enveloppe Convexe
  • Stochastic Control System
  • Nous Allons
  • Mouvement Brownien

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Références

  1. V.E. BENĚS: "Uniqueness of solutions to stochastic equations" (à paraître).

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  2. V.E. BENĚS: "Non existence of strong non anticipating solutions to stochastic differential equations". A paraître.

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  3. R.G. DOUGLAS: "On extremal measures and subspace density". Michigan Math. J. 11, 1964, pp. 644–652.

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  4. T. DUNCAN, P. VARAIYA: "On the solutions of a stochastic control system". SIAM J. Control, Vol. 9, no 3, August 1971.

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  5. M.P. YERSHOV: "Extension of measures and stochastic equations (in Russian), Teoriya Veroiatnostei i ee Prim., Vol. 19, 1974, pp. 457–471.

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  6. Ch. YOEURP & M. YOR: "Espace orthogonal à une semi-martingale. Applications". (à paraître).

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  7. M. YOR: "Sous espaces denses dans L1 ou H1, et représentation de martingales". (A paraître au Séminaire de Probabilités XII, Springer, 1978).

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© 1978 Springer-Verlag

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Yor, M. (1978). Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062652

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  • DOI: https://doi.org/10.1007/BFb0062652

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09098-4

  • Online ISBN: 978-3-540-35556-4

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