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Martingales sur le cercle

  • Jean Picard
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1372)

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Bibliographie

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    R.W.R. Darling, Martingales in manifolds — Definition, examples, and behaviour under maps, Séminaire de Probabilités XVI, Supplément: Géométrie Différentielle Stochastique, Lect. N. in Math. 921, Springer, 1982.Google Scholar
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    M. Emery, Manifold-valued semimartingales and martingales, Cours à Lausanne et Changhai.Google Scholar
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    M. Emery, En cherchant une caractérisation variationnelle des martingales, Séminaire de Probabilités XXII, Lect. N. in Math. 1321, Springer, 1988.Google Scholar
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    P.A. Meyer, Géométrie stochastique sans larmes, Séminaire de Probabilités XV, Lect. N. in Math. 850, Springer, 1981.Google Scholar
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    D. Nualart, Noncausal stochastic integrals and calculus, Stochastic Analysis and Related Topics (Silivri 1986), Lect. N. in Math. 1316, Springer, 1988.Google Scholar
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    D. Ocone, Malliavin's calculus and stochastic integral representations of functional of diffusion processes, Stochastics 12 (1984), 161–185.MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1989

Authors and Affiliations

  • Jean Picard
    • 1
  1. 1.INRIA - Sophia AntipolisValbonne CedexFrance

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