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Sur la construction d'une martingale continue, de valeur absolue donnee

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 784)

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References

  1. M. CHALEYAT-MAUREL, N. El KAROUI: Un problème de réflexion et ses applications au temps local et aux équations différentielles stochastiques sur ℝ. Cas continu. In: Temps locaux-Astérique no 52–53 (1978).

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  2. D. GILAT: Every non-negative submartingale is the absolute value of a martingale. Annals of Proba., 5, p. 475–481, 1977.

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  6. M. YOR: Un exemple de processus qui n'est pas une semi-martingale. In: Temps locaux. Astérique no 52–53 (1978).

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© 1980 Springer-Verlag

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Barlow, M.T., Yor, M. (1980). Sur la construction d'une martingale continue, de valeur absolue donnee. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089470

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  • DOI: https://doi.org/10.1007/BFb0089470

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