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Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1709)

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References

  1. Barlow, M.T., M. Emery, F. B. Knight, S. Song and M. Yor (1998), Autour d'un théorème de Tsirelson sur des filtrations browniennes et non-browniennes, Sém. Prob. XXXII, Lecture Notes in Mathematics 1686, 264–305, Springer Verlag, Berlin.

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  2. Tsirelson, B. (1997), Triple points: from non-Brownian Filtrations to harmonic measures, Geometric and Functional Analysis 7, 1096–1142, Birkhäuser Verlag, Basel.

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  3. Yor, M. (1979), Sur l'étude des martingales continues extrémales. Stochastics 2, 191–196.

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  4. Yor, M. (1979), Sur le balayage des semimartingales continues. Sém. Prob. XIII, Lecture Notes in Mathematics 721, 453–471, Springer Verlag, Berlin.

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© 1999 Springer-Verlag

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de Meyer, B. (1999). Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXIII. Lecture Notes in Mathematics, vol 1709. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096512

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  • DOI: https://doi.org/10.1007/BFb0096512

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66342-3

  • Online ISBN: 978-3-540-48407-3

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