Mesure de Föllmer en théorie des quasimartingales

Christophe Stricker

Séminaire de probabilités de Strasbourg (1975)

  • Volume: 9, page 408-419

How to cite

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Stricker, Christophe. "Mesure de Föllmer en théorie des quasimartingales." Séminaire de probabilités de Strasbourg 9 (1975): 408-419. <http://eudml.org/doc/113043>.

@article{Stricker1975,
author = {Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {408-419},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Mesure de Föllmer en théorie des quasimartingales},
url = {http://eudml.org/doc/113043},
volume = {9},
year = {1975},
}

TY - JOUR
AU - Stricker, Christophe
TI - Mesure de Föllmer en théorie des quasimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1975
PB - Springer - Lecture Notes in Mathematics
VL - 9
SP - 408
EP - 419
LA - fre
UR - http://eudml.org/doc/113043
ER -

References

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  1. [1] Parthasarathy, K.R.Probability measures on metric spaces, New York - London : Academie Press (1967) Zbl0153.19101MR226684
  2. [2] Föllmer, H.On the representation of semi-martingales. The Annals of Probability, Vol 1, n° 4580 - 589 (1973) Zbl0265.60044MR353446
  3. [3] Orey, S.F - processes. Proc. Fifth Berkeley Symp. Math. Statis. Prob.2Univ. California Press301 - 313 (1965 - 66) Zbl0201.49902MR214124
  4. [4] Meyer, P.A.Le retournement du temps d'après CHUNG et WALSH. Séminaire de Prob. de Strasbourg V, Lecture Notes in Math. vol. 191, Springer. (1971) MR383549

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