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On convergence and regularity of two-parameter (Δ1) submartingales

Annie Millet

Annales de l'I.H.P. Probabilités et statistiques (1983)

  • Volume: 19, Issue: 1, page 25-42
  • ISSN: 0246-0203

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Millet, Annie. "On convergence and regularity of two-parameter (Δ1) submartingales." Annales de l'I.H.P. Probabilités et statistiques 19.1 (1983): 25-42. <http://eudml.org/doc/77197>.

@article{Millet1983,
author = {Millet, Annie},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {two-parameter submartingales; convergence and regularity; amart; Doob- Meyer decomposition},
language = {eng},
number = {1},
pages = {25-42},
publisher = {Gauthier-Villars},
title = {On convergence and regularity of two-parameter (Δ1) submartingales},
url = {http://eudml.org/doc/77197},
volume = {19},
year = {1983},
}

TY - JOUR
AU - Millet, Annie
TI - On convergence and regularity of two-parameter (Δ1) submartingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1983
PB - Gauthier-Villars
VL - 19
IS - 1
SP - 25
EP - 42
LA - eng
KW - two-parameter submartingales; convergence and regularity; amart; Doob- Meyer decomposition
UR - http://eudml.org/doc/77197
ER -

References

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  1. [1] K. Astbury, Amarts indexed by directed sets, Ann. Prob., t. 6, 1978, p. 267-278. Zbl0378.60017MR464394
  2. [2] D. Bakry, Sur la régularité des trajectoires des martingales à deux indices, Z. Wahrscheinlichkeitstheorie verw. Gebiete, t. 50, 1979, p. 149-157. Zbl0419.60051MR551608
  3. [3] D. Bakry, Limites « quadrantales » des martingales, Colloque ENST CNET, Paris, 1980, Lecture Notes in Math., t. 863, 1981, p. 40-49. Zbl0461.60065MR630304
  4. [4] M.D. Brennan, Planar Semimartingales, J. Multivariate Analysis, t. 9, 1979, p. 465- 486. Zbl0456.60049MR556907
  5. [5] R. Cairoli, Une inégalité pour martingales à indices multiples, Séminaire de ProbabilitéIV, Université de Strasbourg, Lecture Notes in Math., t. 124, 1970, p. 1-27. Zbl0218.60045MR270424
  6. [6] R. Cairoli, Décomposition de processus à indices doubles, Séminaire de Probabilité V, Université de Strasbourg, Lecture Notes in Math., t. 191, 1971, p. 37-57. MR378086
  7. [7] R. Cairoli, J.B. Walsh, Stochastic integrals in the plane, Acta M., t. 134, 1975, p. 111- 183. Zbl0334.60026MR420845
  8. [8] C. Dellacherie, P.A. Meyer, Probabilité et Potentiel, Herman1975, 1980. Zbl0323.60039MR488194
  9. [9] M. Dozzi, On the decomposition and integration of two-parameter stochastic processes, Colloque ENST-CNET, Paris1980, Lecture Notes in Math., t. 863, 1981, p. 162-171. Zbl0454.60048MR630312
  10. [10] G.A. Edgar, L. Sucheston, Amarts: A class of asymptotic martingales, A: Discrete parameter, B: Continuous parameter, J. Multivariate Analysis, t. 5, 1976, p. 193- 221; p. 572-591. Zbl0336.60033MR413251
  11. [11] G.A. Edgar, L. Sucheston, Démonstration de lois des grands nombres par les sous-martingales descendantes, C. R. Acad. Sci. Paris, Série I, t. 292, 1981, p. 967-969. Zbl0471.60035MR631108
  12. [12] J.P. Fouque, A. Millet, Régularité des martingales fortes à plusieurs indices, C. R. Acad. Sci. Paris, Série A, t. 290, 1980, p. 773-776. Zbl0434.60051MR577156
  13. [13] A. Millet, Convergence and regularity of strong submartingales, Colloque ENST-CNET, Paris1980, Lecture Notes in Math., t. 863, 1981, p. 50-58. Zbl0467.60050MR630305
  14. [14] A. Millet, L. Sucheston, On regularity of multiparameter amarts and martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete, t. 56, 1981, p. 21-45. Zbl0438.60042MR612158
  15. [15] A. Millet, L. Sucheston, Demi convergence des processus à deux indices, Ann. Inst. Henri Poincaré, to appear. Zbl0477.60051MR641105
  16. [16] J. Neveu, Discrete parameter martingales, North-Holland, Amsterdam, 1975. Zbl0345.60026MR402915
  17. [17] J.B. Walsh, Convergence and regularity of multiparameter strong martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete, t. 46, 1979, p. 177-192. Zbl0395.60040MR516739

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