Martingales et changement de temps

Yves Le Jan

Séminaire de probabilités de Strasbourg (1979)

  • Volume: 13, page 385-399

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Le Jan, Yves. "Martingales et changement de temps." Séminaire de probabilités de Strasbourg 13 (1979): 385-399. <http://eudml.org/doc/113232>.

@article{LeJan1979,
author = {Le Jan, Yves},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Energy; Harmonic Functions; Decomposition Into Continuous and Purely Discontinuous Parts; Time Change; Martingales; Douglas Formula; Square Integrable Martingales},
language = {fre},
pages = {385-399},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Martingales et changement de temps},
url = {http://eudml.org/doc/113232},
volume = {13},
year = {1979},
}

TY - JOUR
AU - Le Jan, Yves
TI - Martingales et changement de temps
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 385
EP - 399
LA - fre
KW - Energy; Harmonic Functions; Decomposition Into Continuous and Purely Discontinuous Parts; Time Change; Martingales; Douglas Formula; Square Integrable Martingales
UR - http://eudml.org/doc/113232
ER -

References

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  1. (1) Blumenthal, R.M. Getoor, R.K. : "Markov processes and potentiel theory". N. Y. Academic Press (1968) . Zbl0169.49204MR264757
  2. (2) Dellacherie, C. : "Capacités et processus stochastiques". Springer Verlag (1972) . Zbl0246.60032MR448504
  3. (3) Doob J.L. : "Boundary properties of functions with finite Dirichlet integrals". Ann. Inst. Fourier Grenoble12, 573-621 (1962). Zbl0121.08604MR173783
  4. (4) Douglas, J. : "Solution of the problem of Plateau ."Trans. Amer. Math soc.33, 263-321 (1931) . Zbl0001.14102MR1501590JFM57.1542.03
  5. (5) Getoor, R.K. Sharpe, M.J. : "Last exit times and additive fonctionnals". Annals of Prob.1, 550-569 (1973) . Zbl0324.60062MR353468
  6. (6) El-Karoui, N. Reinhard, H. : "Compactification et balayage de processus droits". Astérisque21 (1975) . Zbl0325.60067
  7. (7) El-Karoui, N. Weidenfeld, G. : "Théorie générale et changement de temps". Séminaire de Probabilités XI. Lectures Notes n° 581. Springer Verlag (1977) . Zbl0433.60035MR488247
  8. (8) Kazamaki, N. : "Changes of time, stochastic integrals and weak martingales". Z. für Wahrs. Th.22, 25-32 (1972) . Zbl0213.19304MR310966
  9. (9) Kunita, H. : "Boundary conditions for multidimensional diffusion processes". Kyoto J. of Maths1970, 273-335. Zbl0204.41502MR270445
  10. (10) Le Jan, Y. : "Mesures associées à une forme de Dirichlet - Applications". A paraître à la revue de la S.M.F. Zbl0346.31005
  11. (11) Le Jan, Y. : "Temps d'arrêt stricts et martingales de sauts." A paraître. Zbl0369.60046
  12. (12) Meyer, P.A. : "Un cours sur les intégrales stochastiques". Séminaire de Probabilités X. Lectures Notes n° 511. Springer Verlag (1976) . Zbl0374.60070MR501332
  13. (13) Motoo, M. : "Application of additive functionnals to the boundary problem of Markov processes". 5th Berkeley symp. II Port 2,75-110(1967). Zbl0218.60069MR220349
  14. (14) Silverstein, M. : "Symetric Markov processes". Lectures Notes n° 426Springer Verlag (1974) . Zbl0296.60038MR386032

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