Krickeberg's decomposition for local martingales

Norihiko Kazamaki

Séminaire de probabilités de Strasbourg (1972)

  • Volume: 6, page 101-104

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Kazamaki, Norihiko. "Krickeberg's decomposition for local martingales." Séminaire de probabilités de Strasbourg 6 (1972): 101-104. <http://eudml.org/doc/112945>.

@article{Kazamaki1972,
author = {Kazamaki, Norihiko},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {101-104},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Krickeberg's decomposition for local martingales},
url = {http://eudml.org/doc/112945},
volume = {6},
year = {1972},
}

TY - JOUR
AU - Kazamaki, Norihiko
TI - Krickeberg's decomposition for local martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1972
PB - Springer - Lecture Notes in Mathematics
VL - 6
SP - 101
EP - 104
LA - eng
UR - http://eudml.org/doc/112945
ER -

References

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  1. [1]. P.A. Meyer, Probabilitès et Potentiels, Hermann, Paris, 1966 Zbl0138.10402MR205287
  2. [2]. P.A. Meyer. Non square integrable martingales, etc. Martingale theory ( Oberwolfach meeting ). Lecture Notes in Mathematics, vol.190, Springer-Verlag1970. MR358966

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