Martingales locales à accroissements indépendants

Ramatoulaye Sidibé

Séminaire de probabilités de Strasbourg (1979)

  • Volume: 13, page 132-137

How to cite


Sidibé, Ramatoulaye. "Martingales locales à accroissements indépendants." Séminaire de probabilités de Strasbourg 13 (1979): 132-137. <>.

author = {Sidibé, Ramatoulaye},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Martingale Process with Independent Increments},
language = {fre},
pages = {132-137},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Martingales locales à accroissements indépendants},
url = {},
volume = {13},
year = {1979},

AU - Sidibé, Ramatoulaye
TI - Martingales locales à accroissements indépendants
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 132
EP - 137
LA - fre
KW - Martingale Process with Independent Increments
UR -
ER -


  1. [1]. J. Jacod : Multivariate point processes : predictable projection, Radon-Nikodym derivatives, representation of martingales. ZfW31, 1975, p. 235-253. Zbl0302.60032MR380978
  2. [2] J. Jacod et J. Mémin : Caractéristiques locales et conditions de continuité absolue pour les semi-martingales. ZfW35, 1976, p. 1-37. Zbl0315.60026MR418223
  3. [3] M. Yor : Sur les intégrales stochastiques optionnelles et une suite remarquable de formules exponentielles. Sém. Prob. X, LN511, Springer1976. Zbl0393.60057MR440699

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