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Projection previsible et decomposition multiplicative d’une semi-martingale positive

Premiere Partie: Martingales Et Integrales Stochastiques

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 649)

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References

  1. DOLEANS-DADE C.: Quelques applications de la formule de changement de variables pour les semi-martingales. Z.W. 16, 1970

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  2. ITO K., WATANABE S.: Transformation of Markov processes by multiplicative functionals. Ann. Inst. Fourier, 15, 1965

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  3. MEYER P.A.: Multiplicative decompositions of positive supermartingales. Dans: Markoff processes and potential theory, J. Chover Ed., Wiley, 1967

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  4. MEYER P.A.: Un cours sur les intégrales stochastiques. Sém. Proba. X, Strasbourg. Lect. Notes Math. 1976

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  5. YOEURP C., MEYER P.A.: Sur la décomposition multiplicative des sousmartingales positives. Sém. Proba. X, Strasbourg. Lect. Notes Math. 1976

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  6. YOEURP C.: Décompositions des martingales locales et formules exponentielles. Sém. Proba. X, Strasbourg. Lect. Notes Math. 1976

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  7. YOEURP C., YOR M.: Espace orthogonal à une semi-martingale, applications. A paraitre, 1977

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© 1978 Springer-Verlag Berlin Heidelberg

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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

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  • DOI: https://doi.org/10.1007/BFb0064589

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08761-8

  • Online ISBN: 978-3-540-35856-5

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