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Séminaire de Probabilités X Université de Strasbourg pp 432–480Cite as

Decompositions des martingales locales et formules exponentielles

  • Seconde Partie: Theorie des Integrales Stochastiques
  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 511))

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Bibliographie

  1. C. DELLACHERIE Capacités et processus stochastiques, Springer-Verlag, Berlin 1972.

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  2. C. DOLEANS-DADE et P.A. MEYER Intégrales stochastiques par rapport aux martingales locales, Séminaire de Probabilités IV, Université de Strasbourg, Springer-Verlag, Berlin, 1970.

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  3. H. FÖLIMER The exit measure of a supermartingale, Z. Wahrscheinlichkeitstheorie Verw. Geb. 21, 154–166.

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  4. P.A. MEYER Un cours sur les intégrales stochastiques, dans le même volume de Séminaire de Probabilités.

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  5. P.A. MEYER Probabilités et potentiel, Paris, Hermann 1966.

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  6. P.A. MEYER On the multiplicative decomposition of positive supermartingales, in Markov processes and Potential theory ed. by J. Chover (J. Wiley and sons, New-York, 1967, 103–116).

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  7. K.M. RAO Quasi-martingales, Math. Scand. 24, 1969, p. 79–92.

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  8. C. STRICKER Mesure de Föllmer en théorie des quasimartingales, Séminaire de Probabilités IX, Université de Strasbourg, Springer-Verlag, Berlin, 1975.

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Authors
  1. Ch. Yoeurp
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P. A. Meyer

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© 1976 Springer-Verlag

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Yoeurp, C. (1976). Decompositions des martingales locales et formules exponentielles. In: Meyer, P.A. (eds) Séminaire de Probabilités X Université de Strasbourg. Lecture Notes in Mathematics, vol 511. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101122

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  • DOI: https://doi.org/10.1007/BFb0101122

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07681-0

  • Online ISBN: 978-3-540-38197-6

  • eBook Packages: Springer Book Archive

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