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
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Bibliographie
BEURLIN A.: On two problems concerning linear transformations in Hilbert space, Acta Math. 81, 239–255, 1949.
CHALEYAT-MAUREL M., JEULIN T.: Grossissement gaussien de la filtration brownienne. L.N.Math. 1118, 59–109, Springer, 1985.
DYM H., McKEAN H.P.: Gaussian processes, function theory and the inverse spectral problem. Academic Press, 1976.
EMERY M.: Covariance des semimartingales gaussiennes. C.R.A.S. Paris, t.295, Série I, 703–705, 1982.
FERNIQUE X: Des résultats nouveaux sur les processus gaussiens. C.R.A.S. Paris, t.278, Série A, 363–365, 1974.
FERNIQUE X: Régularité des fonctions aléatoires gaussiennes stationnaires. Probab.Th.Rel.Fields 88, 521–536, 1991.
HARDY G.H., LITTLEWOOD J.E.: Some properties of fractional integrals, I. Math.Zeitschrift 27, 565–606, 1928.
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.
JAIN N.C., MONRAD D.: Gaussian quasimartingales. Z.f.W. 59, 139–159, 1982.
JEULIN T., YOR M.: Filtration des ponts browniens et équations différentielles stochastiques linéaires. Séminaire de Probabilités XXIV, L.N. in Maths 1427, Springer, 1990.
KARHUNEN K.: Über die Struktur stationärer zufälliger Funktionen. Arkiv för Mat. 1, 141–160, 1950.
KNIGHT F.B.: Foundations of the prediction process. Oxford Studies in Probability 1, Clarendon Press, Oxford 1992.
MARCUS M.B.: Continuity of Gaussian processes and random Fourier series. Annals of Probability 1, 968–981, 1973.
PALEY R., WIENER N.: Fourier tránsforms in the complex domain. American Mathematical Society, Colloquium Publications, Vol.19, 1934
RUDIN W.: Real and complex analysis. Mc Graw Hill, 1970.
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.
SONG S.: Quelques conditions suffisantes pour qu'une semimartingale soit une quasimartingale. Stochastics 16, 97–109, 1986.
STRICKER C.: Une caractérisation des quasimartingales. Séminaire de Probabilités IX, L.N.Math. 465, 420–424, Springer, 1975.
STRICKER C.: Semimartingales gaussiennes. Application au problème de l'innovation. Z.f.W. 64, 303–312, 1983.
WIENER N.: The Fourier integral & certain of its applications. Cambridge University Press, 1933.
Author information
Authors and Affiliations
Rights 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
