Sur la p -variation des surmartingales

C. Stricker

Séminaire de probabilités de Strasbourg (1979)

  • Volume: 13, page 233-237

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Stricker, C.. "Sur la $p$-variation des surmartingales." Séminaire de probabilités de Strasbourg 13 (1979): 233-237. <http://eudml.org/doc/113218>.

@article{Stricker1979,
author = {Stricker, C.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Supermartingales; P-Variation; Numbers of Crossing An Intervall},
language = {fre},
pages = {233-237},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur la $p$-variation des surmartingales},
url = {http://eudml.org/doc/113218},
volume = {13},
year = {1979},
}

TY - JOUR
AU - Stricker, C.
TI - Sur la $p$-variation des surmartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 233
EP - 237
LA - fre
KW - Supermartingales; P-Variation; Numbers of Crossing An Intervall
UR - http://eudml.org/doc/113218
ER -

References

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  1. [1]. M. Bruneau. Sur la p-variation des trajectoires d'une surmartingale. Dans ce volume. Zbl0416.60053
  2. [2]. D. Lépingle. La variation d'ordre p des semi-martingales. ZW36, 1976, p. 295-316. Zbl0325.60047MR420837
  3. [3]. I. Monroe. On embedding right continuous martingales in brownian motion. Ann. M. Stat.43, 1972, p. 1293-1311. Zbl0267.60050MR343354
  4. [4]. J. Neveu. Martingales à temps discret. Masson, Paris, 1972. MR402914
  5. [5]. C. Stricker. Quasimartingales, martingales locales, semimartingales et filtration naturelle. ZW39, 1977, p.55-64. Zbl0362.60069MR471072

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