Décomposition des martingales de carré intégrable

Philippe Courrège

Séminaire Brelot-Choquet-Deny. Théorie du potentiel (1962-1963)

  • Volume: 7, page 1-14

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Courrège, Philippe. "Décomposition des martingales de carré intégrable." Séminaire Brelot-Choquet-Deny. Théorie du potentiel 7 (1962-1963): 1-14. <http://eudml.org/doc/109318>.

@article{Courrège1962-1963,
author = {Courrège, Philippe},
journal = {Séminaire Brelot-Choquet-Deny. Théorie du potentiel},
keywords = {probability theory},
language = {fre},
pages = {1-14},
publisher = {Secrétariat mathématique},
title = {Décomposition des martingales de carré intégrable},
url = {http://eudml.org/doc/109318},
volume = {7},
year = {1962-1963},
}

TY - JOUR
AU - Courrège, Philippe
TI - Décomposition des martingales de carré intégrable
JO - Séminaire Brelot-Choquet-Deny. Théorie du potentiel
PY - 1962-1963
PB - Secrétariat mathématique
VL - 7
SP - 1
EP - 14
LA - fre
KW - probability theory
UR - http://eudml.org/doc/109318
ER -

References

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  1. [1] Doob ( J.L.). - Stochastic pracesses. - New York, J. Wiley and Sons, 1953 (Wiley Publications in Statistics). Zbl0053.26802MR58896
  2. [2] Ito ( Kiyoshi). - Lectures on stochastic processes. - Bombay, Tata Institute of fundamental Research, 1961 (Tata Institute of fundamental Research, Lectures on Mathematics, 24). 
  3. [3] Meyer ( Paul-André). - A décomposition theorem for supermartingales, Illinois J. of Math., t. 6, 1962, p. 193-205. Zbl0133.40304MR159359
  4. [4] Meyer ( Paul-André). - A decomposition theorem for supermartingales, II : Uniqueness theorem, Illinois J. of Math. (à paraître). Zbl0133.40401
  5. [5] Meyer ( Paul-André). - Fonctionnelles multiplicatives et additives de Markov, Ann. Inst. Fourier, Grenoble, t. 12, 1962, p. 125-230 (Thèse Sc. math. Paris, 1961). Zbl0138.40802MR140148
  6. [6] Séminaire Brelot-Choquet-Deny : Théorie du Potentiel, t. 5, 1960/61. - Paris, Secrétariat mathématique, 1961. 
  7. [7] Séminaire Brelot-Choquet-Deny : Théorie du Potentiel, t. 6, 1962. - Paris, Secrétariat mathématique, 1962. Zbl0115.08903

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