Projection optionnelle et semi-martingales
Séminaire de probabilités de Strasbourg (1980)
- Volume: 14, page 112-115
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topStricker, Christophe. "Projection optionnelle et semi-martingales." Séminaire de probabilités de Strasbourg 14 (1980): 112-115. <http://eudml.org/doc/113266>.
@article{Stricker1980,
author = {Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingale; change of filtration},
language = {fre},
pages = {112-115},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Projection optionnelle et semi-martingales},
url = {http://eudml.org/doc/113266},
volume = {14},
year = {1980},
}
TY - JOUR
AU - Stricker, Christophe
TI - Projection optionnelle et semi-martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 112
EP - 115
LA - fre
KW - semimartingale; change of filtration
UR - http://eudml.org/doc/113266
ER -
References
top- [1] M.T. Barlow : On the left end points of brownian excursions. Séminaire de probabilités XIII , L.N.721 , (1979) p. 646. Zbl0405.60060MR544835
- [2] C. Stricker : Quasimartingales, martingales locales, semimartingales et filtration naturelleZ.W.39 (1977) p. 55-64 . Zbl0362.60069MR471072
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