This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
DOLEANS-DADE C.: Quelques applications de la formule de changement de variables pour les semi-martingales. Z.W. 16, 1970
ITO K., WATANABE S.: Transformation of Markov processes by multiplicative functionals. Ann. Inst. Fourier, 15, 1965
MEYER P.A.: Multiplicative decompositions of positive supermartingales. Dans: Markoff processes and potential theory, J. Chover Ed., Wiley, 1967
MEYER P.A.: Un cours sur les intégrales stochastiques. Sém. Proba. X, Strasbourg. Lect. Notes Math. 1976
YOEURP C., MEYER P.A.: Sur la décomposition multiplicative des sousmartingales positives. Sém. Proba. X, Strasbourg. Lect. Notes Math. 1976
YOEURP C.: Décompositions des martingales locales et formules exponentielles. Sém. Proba. X, Strasbourg. Lect. Notes Math. 1976
YOEURP C., YOR M.: Espace orthogonal à une semi-martingale, applications. A paraitre, 1977
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1978 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Jacod, J. (1978). Projection previsible et decomposition multiplicative d’une semi-martingale positive. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XII. Lecture Notes in Mathematics, vol 649. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064589
Download citation
DOI: https://doi.org/10.1007/BFb0064589
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-08761-8
Online ISBN: 978-3-540-35856-5
eBook Packages: Springer Book Archive
