Martingales de valeur absolue donnée, d'après Protter-Sharpe
Séminaire de probabilités de Strasbourg (1979)
- Volume: 13, page 642-645
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topMaisonneuve, Bernard. "Martingales de valeur absolue donnée, d'après Protter-Sharpe." Séminaire de probabilités de Strasbourg 13 (1979): 642-645. <http://eudml.org/doc/113259>.
@article{Maisonneuve1979,
author = {Maisonneuve, Bernard},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {negative submartingale; absolute value of a martingale; multiplicative decomposition},
language = {fre},
pages = {642-645},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Martingales de valeur absolue donnée, d'après Protter-Sharpe},
url = {http://eudml.org/doc/113259},
volume = {13},
year = {1979},
}
TY - JOUR
AU - Maisonneuve, Bernard
TI - Martingales de valeur absolue donnée, d'après Protter-Sharpe
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 642
EP - 645
LA - fre
KW - negative submartingale; absolute value of a martingale; multiplicative decomposition
UR - http://eudml.org/doc/113259
ER -
References
top- [1] D. Gilat (1977) - "Every non negative submartingale is the absolute value of a martingale". Annals of Probability5, 475-481. Zbl0364.60076MR433586
- [2] Ch. Yoeurp et P.A. Meyer (1976) - "Sur la décomposition multiplicative des sous-martingales positives". Séminaire de Probabilités X. Lecture Notes in Mathematics, vol. 511, 501-504, Springer. Zbl0332.60031MR448545
- [3] P. Protter and M.J. Sharpe - "Martingales with given absolute value". To appear in Ann. of Prob. Zbl0421.60041MR548900
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