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Le support exact du temps local d'une martingale continue

Martingales, Integrales Stochastiques

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 721)

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Bibliographie

  1. J.AZEMA et M.YOR En guise d'introduction.Temps locaux. Astérisque n.52–53 (1978) pag.3–17

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  2. K.ITO et H.McKEAN Diffusion processes and their sample paths. Springer-Verlag (1965)

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  3. B.MAISONNEUVE Une mise au point sur les martingales locales continues définies sur un intervalle stochastique. Séminaire de Probabilités XI. Lecture notes n.581

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  4. Y.LE JAN Martingales et changements de temps. Dans ce volume.

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© 1979 Springer-Verlag

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Pratelli, M. (1979). Le support exact du temps local d'une martingale continue. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070855

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  • DOI: https://doi.org/10.1007/BFb0070855

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09505-7

  • Online ISBN: 978-3-540-35189-4

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