Intégrales stochastiques et martingales de carré intégrable

Philippe Courrege

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

  • Volume: 7, page 1-20

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Courrege, Philippe. "Intégrales stochastiques et martingales de carré intégrable." Séminaire Brelot-Choquet-Deny. Théorie du potentiel 7 (1962-1963): 1-20. <http://eudml.org/doc/109319>.

@article{Courrege1962-1963,
author = {Courrege, Philippe},
journal = {Séminaire Brelot-Choquet-Deny. Théorie du potentiel},
keywords = {probability theory},
language = {fre},
pages = {1-20},
publisher = {Secrétariat mathématique},
title = {Intégrales stochastiques et martingales de carré intégrable},
url = {http://eudml.org/doc/109319},
volume = {7},
year = {1962-1963},
}

TY - JOUR
AU - Courrege, Philippe
TI - Intégrales stochastiques et martingales de carré intégrable
JO - Séminaire Brelot-Choquet-Deny. Théorie du potentiel
PY - 1962-1963
PB - Secrétariat mathématique
VL - 7
SP - 1
EP - 20
LA - fre
KW - probability theory
UR - http://eudml.org/doc/109319
ER -

References

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  1. [1] Courrège ( Philippe). - Décomposition des martingales de carré intégrable, Séminaire Brelot-Choquet-Deny : Théorie du Potentiel, t. 7, 1962/63, n° 6, 14 p. Zbl0138.11101MR177439
  2. [2] Doob ( J.L.). - Stochastic processes. - New York, J.Wiley and Sons, 1953 (Wiley Publications in Statistics). Zbl0053.26802MR58896
  3. [3] Ito ( Kiyoshi). - Lectures on stochastic processes. - Bombay, Tata Institute of fundamental Research, 1961 (Tata Institute o f fundamental Research, Lectures on Mathematics, 24). 

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