Skip to main content

Moyennes mobiles et semimartingales

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1557)

Keywords

  • Random Fourier Series
  • Mouvement Brownien
  • Versus Sont

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   52.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. BEURLIN A.: On two problems concerning linear transformations in Hilbert space, Acta Math. 81, 239–255, 1949.

    CrossRef  MathSciNet  Google Scholar 

  2. CHALEYAT-MAUREL M., JEULIN T.: Grossissement gaussien de la filtration brownienne. L.N.Math. 1118, 59–109, Springer, 1985.

    MATH  Google Scholar 

  3. DYM H., McKEAN H.P.: Gaussian processes, function theory and the inverse spectral problem. Academic Press, 1976.

    Google Scholar 

  4. EMERY M.: Covariance des semimartingales gaussiennes. C.R.A.S. Paris, t.295, Série I, 703–705, 1982.

    MathSciNet  MATH  Google Scholar 

  5. FERNIQUE X: Des résultats nouveaux sur les processus gaussiens. C.R.A.S. Paris, t.278, Série A, 363–365, 1974.

    MathSciNet  MATH  Google Scholar 

  6. FERNIQUE X: Régularité des fonctions aléatoires gaussiennes stationnaires. Probab.Th.Rel.Fields 88, 521–536, 1991.

    CrossRef  MathSciNet  MATH  Google Scholar 

  7. HARDY G.H., LITTLEWOOD J.E.: Some properties of fractional integrals, I. Math.Zeitschrift 27, 565–606, 1928.

    CrossRef  MathSciNet  MATH  Google Scholar 

  8. JAIN N.C., MARCUS M.B.: Sufficient conditions for the continuity of stationary gaussian processes and applications to random series of functions. Ann.Inst.Fourier 24, 117–141, 1974.

    CrossRef  MathSciNet  MATH  Google Scholar 

  9. JAIN N.C., MONRAD D.: Gaussian quasimartingales. Z.f.W. 59, 139–159, 1982.

    CrossRef  MathSciNet  MATH  Google Scholar 

  10. JEULIN T., YOR M.: Filtration des ponts browniens et équations différentielles stochastiques linéaires. Séminaire de Probabilités XXIV, L.N. in Maths 1427, Springer, 1990.

    Google Scholar 

  11. KARHUNEN K.: Über die Struktur stationärer zufälliger Funktionen. Arkiv för Mat. 1, 141–160, 1950.

    CrossRef  MathSciNet  MATH  Google Scholar 

  12. KNIGHT F.B.: Foundations of the prediction process. Oxford Studies in Probability 1, Clarendon Press, Oxford 1992.

    MATH  Google Scholar 

  13. MARCUS M.B.: Continuity of Gaussian processes and random Fourier series. Annals of Probability 1, 968–981, 1973.

    CrossRef  MathSciNet  MATH  Google Scholar 

  14. PALEY R., WIENER N.: Fourier tránsforms in the complex domain. American Mathematical Society, Colloquium Publications, Vol.19, 1934

    Google Scholar 

  15. RUDIN W.: Real and complex analysis. Mc Graw Hill, 1970.

    Google Scholar 

  16. SCHREIBER M.: Fermeture en probabilité de certains sous-espaces d'un espace L 2. Application aux chaos de Wiener. Z.f.W. 14, 36–48, 1969.

    MathSciNet  MATH  Google Scholar 

  17. SONG S.: Quelques conditions suffisantes pour qu'une semimartingale soit une quasimartingale. Stochastics 16, 97–109, 1986.

    CrossRef  MathSciNet  Google Scholar 

  18. STRICKER C.: Une caractérisation des quasimartingales. Séminaire de Probabilités IX, L.N.Math. 465, 420–424, Springer, 1975.

    CrossRef  MathSciNet  MATH  Google Scholar 

  19. STRICKER C.: Semimartingales gaussiennes. Application au problème de l'innovation. Z.f.W. 64, 303–312, 1983.

    MathSciNet  MATH  Google Scholar 

  20. WIENER N.: The Fourier integral & certain of its applications. Cambridge University Press, 1933.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and Permissions

Copyright information

© 1993 Springer-Verlag

About this paper

Cite this paper

Jeulin, T., Yor, M. (1993). Moyennes mobiles et semimartingales. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087964

Download citation

  • DOI: https://doi.org/10.1007/BFb0087964

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

  • eBook Packages: Springer Book Archive