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Une note sur les martingales faibles

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 321)

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Bibliographie

  1. C. DELLACHERIE: Un exemple de la théorie générale des processus. Séminaire de Probabilités IV, Université de Strasbourg. Lecture Notes in Mathematics vol.124, Springer, Heidelberg 1970

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  2. N.KAZAMAKI: Changes of time, Stochastic integrals and weak martingales. (à paraître dans le Zeitsohrift für W-théorie).

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© 1973 Springer-Verlag

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Kazamaki, N. (1973). Une note sur les martingales faibles. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités VII. Lecture Notes in Mathematics, vol 321. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0071400

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  • DOI: https://doi.org/10.1007/BFb0071400

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06287-5

  • Online ISBN: 978-3-540-40023-3

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