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Martingales locales a accroissements independants

Martingales, Integrales Stochastiques

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

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References

  1. J. Jacod: Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. ZfW 31, 1975, p. 235–253.

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  2. J. Jacod et J. Mémin: Caractéristiques locales et conditions de continuité absolue pour les semi-martingales. ZfW 35, 1976, p. 1–37.

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  3. M. Yor: Sur les intégrales stochastiques optionnelles et une suite remarquable de formules exponentielles. Sém. Prob. X, LN 511, Springer 1976.

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© 1979 Springer-Verlag

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Sidibe, R. (1979). Martingales locales a accroissements independants. 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/BFb0070856

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  • DOI: https://doi.org/10.1007/BFb0070856

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  • Print ISBN: 978-3-540-09505-7

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