Sur l'intégrabilité uniforme des martingales continues

Jacques Azéma; Richard F. Gundy; Marc Yor

Séminaire de probabilités de Strasbourg (1980)

  • Volume: 14, page 53-61

How to cite

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Azéma, Jacques, Gundy, Richard F., and Yor, Marc. "Sur l'intégrabilité uniforme des martingales continues." Séminaire de probabilités de Strasbourg 14 (1980): 53-61. <http://eudml.org/doc/113311>.

@article{Azéma1980,
author = {Azéma, Jacques, Gundy, Richard F., Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {uniform integrability; local martingale},
language = {fre},
pages = {53-61},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur l'intégrabilité uniforme des martingales continues},
url = {http://eudml.org/doc/113311},
volume = {14},
year = {1980},
}

TY - JOUR
AU - Azéma, Jacques
AU - Gundy, Richard F.
AU - Yor, Marc
TI - Sur l'intégrabilité uniforme des martingales continues
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 53
EP - 61
LA - fre
KW - uniform integrability; local martingale
UR - http://eudml.org/doc/113311
ER -

References

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  1. [1] J. Azema ET M. Yor : Une solution simple au problème de Skorokhod. Sém. de Probabilités XIII. Lect. Notes in Maths.721. Springer (1979). Zbl0414.60055MR544782
  2. [2] M.T. Barlow : Study of a filtration expanded to include an honest time. Z. für Wahr.44, 307-323, 1978. Zbl0369.60047MR509204
  3. [3] D.L. Burkholder : Martingale transforms. Ann. Math. Statist.37, 1494-1504, 1966. Zbl0306.60030MR208647
  4. [4] D.L. Burkholder : A sharp inequality for martingale transforms. Preprint. Zbl0416.60047MR542135
  5. [5] D.L. Burkholder : Distribution function inequalities for martingales. Ann. Probability1, 19-42, 1973. Zbl0301.60035MR365692
  6. [6] D.L. Burkholder : One-sided maximal functions and Hp. Journal of Funct. Analysis. 18, 429-454, 1975. Zbl0294.31005MR365693
  7. [7] D.L. Burkholder AND R.F. Gundy : Extrapolation and interpolation of quasi-linear operators on martingales. Acta Math.124, 249-304, 1970. Zbl0223.60021MR440695
  8. [8] D.L. Burkholder AND R.F. Gundy : Distribution function inequalities for the area intégral. Studia Math.44, 527-544, 1972. Zbl0219.31009MR340557
  9. [9] G. Johnson AND L.L. Helms : Class (D) supermartingales. Bull. Amer. Math. Soc ; 69, 59-62, 1963. Zbl0133.40402MR142148
  10. [10] E. Lenglart, D. Lepingle, ET M. PratelliPrésentation unifiée des inégalités en théorie des martingales. Dans ce volume. Zbl0427.60042
  11. [11] M. Rao : Quasi-martingales. Math. Scand.24 (1969), 79-92. Zbl0193.45502MR275511
  12. [12] M. Yor : Grossissement d'une filtration et semi-martingales : théorèmes généraux. Sém. de Probabilités XII. Lect. Notes in Maths.649.Springer (1978). Zbl0411.60044MR519996

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