Les filtrations de certaines martingales du mouvement brownien dans 𝐑 n (II)

J. Auerhan; Dominique Lépingle

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 643-668

How to cite

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Auerhan, J., and Lépingle, Dominique. "Les filtrations de certaines martingales du mouvement brownien dans ${\bf R}^n$ (II)." Séminaire de probabilités de Strasbourg 15 (1981): 643-668. <http://eudml.org/doc/113356>.

@article{Auerhan1981,
author = {Auerhan, J., Lépingle, Dominique},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {filtration},
language = {fre},
pages = {643-668},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Les filtrations de certaines martingales du mouvement brownien dans $\{\bf R\}^n$ (II)},
url = {http://eudml.org/doc/113356},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Auerhan, J.
AU - Lépingle, Dominique
TI - Les filtrations de certaines martingales du mouvement brownien dans ${\bf R}^n$ (II)
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 643
EP - 668
LA - fre
KW - filtration
UR - http://eudml.org/doc/113356
ER -

References

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  1. (1) Davis, M.H.A. et Varaiya, P.The multiplicity of an increasing family of σ-fields. Ann. Proba.2, 958-963, 1974. Zbl0292.60071MR370754
  2. (2) Gaveau, B.Intégrale stochastique radonifiante. C.R.A.S.Paris, 276, 617-620, 1973. Zbl0256.60049MR346901
  3. (3) Getoor, R.K. et Sharpe, M.Conformal martingales. Invent. Math.16, 271-308, 1972. Zbl0268.60048MR305473
  4. (4) Lane, D.On the fields of some brownien martingales. Ann. Proba.6, 499-508, 1978. Zbl0391.60045MR482987
  5. (5) Schwartz, L.Applications radonifiantes. Séminaire de l'Ecole Polytechnique, 1969-1970. Zbl0195.13003
  6. (6) Yor, M.Les filtrations de certaines martingales du mouvement brownien dans Rn. Sém. Proba. XIII, Lect. Notes in Math.721, Springer1979. Zbl0418.60057MR544812

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