Projection prévisible et décomposition multiplicative d'une semi-martingale positive

Jean Jacod

Séminaire de probabilités de Strasbourg (1978)

  • Volume: 12, page 22-34

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Jacod, Jean. "Projection prévisible et décomposition multiplicative d'une semi-martingale positive." Séminaire de probabilités de Strasbourg 12 (1978): 22-34. <http://eudml.org/doc/113153>.

@article{Jacod1978,
author = {Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {22-34},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Projection prévisible et décomposition multiplicative d'une semi-martingale positive},
url = {http://eudml.org/doc/113153},
volume = {12},
year = {1978},
}

TY - JOUR
AU - Jacod, Jean
TI - Projection prévisible et décomposition multiplicative d'une semi-martingale positive
JO - Séminaire de probabilités de Strasbourg
PY - 1978
PB - Springer - Lecture Notes in Mathematics
VL - 12
SP - 22
EP - 34
LA - fre
UR - http://eudml.org/doc/113153
ER -

References

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  1. 1 Doleans-Dade C.: Quelques applications de la formule de changement de variables pour les semi-martingales. Z.W.16, 1970 Zbl0194.49104MR283883
  2. 2 Ito K., Watanabe S.: Transformation of Markov processes by multiplicative functionals. Ann. Inst. Fourier, 15, 1965 Zbl0141.15103MR184282
  3. 3 Meyer P.A.: Multiplicative decompositions of positive supermartingales. Dans: Markoff processes and potential theory, J. Chover Ed., Wiley, 1967 Zbl0189.51501MR229303
  4. 4 Meyer P.A.: Un cours sur les intégrales stochastiques. Sém. Proba. X, Strasbourg. Lect. Notes Math.1976 Zbl0374.60070MR501332
  5. 5 Yoeurp C., Meyer P.A.: Sur la décomposition multiplicative des sousmartingales positives. Sém. Proba. X, Strasbourg. Lect. Notes Math.1976 Zbl0332.60031MR448545
  6. 6 Yoeurp C.: Décompositions des martingales locales et formules exponentielles. Sém. Proba. X, Strasbourg. Lect. Notes Math.1976 Zbl0346.60033MR451395
  7. 7 Yoeurp C., Yor M.: Espace orthogonal à une semi-martingale, applications. A paraitre, 1977 

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