Les méthodes d'A. Garsia en théorie des martingales. Extension au cas continu

Ching Sung Chou

Séminaire de probabilités de Strasbourg (1975)

  • Volume: 9, page 213-225

How to cite

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Chou, Ching Sung. "Les méthodes d'A. Garsia en théorie des martingales. Extension au cas continu." Séminaire de probabilités de Strasbourg 9 (1975): 213-225. <http://eudml.org/doc/113026>.

@article{Chou1975,
author = {Chou, Ching Sung},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {213-225},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Les méthodes d'A. Garsia en théorie des martingales. Extension au cas continu},
url = {http://eudml.org/doc/113026},
volume = {9},
year = {1975},
}

TY - JOUR
AU - Chou, Ching Sung
TI - Les méthodes d'A. Garsia en théorie des martingales. Extension au cas continu
JO - Séminaire de probabilités de Strasbourg
PY - 1975
PB - Springer - Lecture Notes in Mathematics
VL - 9
SP - 213
EP - 225
LA - fre
UR - http://eudml.org/doc/113026
ER -

References

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  1. [G] . A. Garsia. Recent progress in the theory of martingales. Seminar Notes ( University of California, San Diego ). 
  2. [1] . J. Azema. Le retournement du temps. A paraître aux Annales E.N.S. Zbl0303.60061
  3. [2] . J. Neveu. Martingales à temps discret. Masson1972 . MR402914
  4. [3] . P.A. Meyer. Martingales and stochastic integrals I. Lecture Notes284, Springer1972. Zbl0239.60001MR426145
  5. [4] . P.A. Meyer. Le dual de H1 est BMO ( cas continu ). Séminaire de Probabilités VII, Lecture Notes321, Springer1973. Zbl0262.60034MR410910
  6. [5] . P.A. Meyer. Intégrales stochastiques I. Séminaire de Probabilités I, Lecture Notes39, 1967. Zbl0157.25001MR231445

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