Temps d'arrêt riches et applications

Neil Falkner; Christophe Stricker; Marc Yor

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 213-218

How to cite

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Falkner, Neil, Stricker, Christophe, and Yor, Marc. "Temps d'arrêt riches et applications." Séminaire de probabilités de Strasbourg 16 (1982): 213-218. <http://eudml.org/doc/113374>.

@article{Falkner1982,
author = {Falkner, Neil, Stricker, Christophe, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping times; filtration},
language = {fre},
pages = {213-218},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Temps d'arrêt riches et applications},
url = {http://eudml.org/doc/113374},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Falkner, Neil
AU - Stricker, Christophe
AU - Yor, Marc
TI - Temps d'arrêt riches et applications
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 213
EP - 218
LA - fre
KW - stopping times; filtration
UR - http://eudml.org/doc/113374
ER -

References

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  1. [1] M. Barlow : On Brownian Local Time. Sém. Probas XV. Lect. Notes in Maths850. Springer (1981). Zbl0454.60067MR622562
  2. [2] N. Bouleau, M. Yor: Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R.A.S.Paris, t. 292 (2 Mars 1981), 491-494. Zbl0476.60046MR612544
  3. [3] C. Dellacherie, C. Stricker : Changements de temps et intégrales stochastiques. Sém. Probas XI, Lect. Notes in Maths581, Springer (1977). Zbl0369.60067MR458586
  4. [4] N. Falkner : Construction of stopping times T such that FT = σ(XT) mod. P. Measure Theory, Oberwolfach1979. Lect. Notes in Maths.794, p. 412-423. Springer (1980). Zbl0438.60037MR577987
  5. [5] J.B. Walsh : A non reversible semi-martingale. Dans ce volume. Zbl0479.60083
  6. [6] A.T. Wang : Quadratic variation of functionals of Brownian motion. Ann. Probability5, 1977, 756-769. Zbl0382.60089MR445622
  7. [7] P.A. Meyer, J.A. Yan: Génération d'une famille de tribus par un processus croissant. Sém. Probas IX, Lect. Notes in Maths465, Springer (1975). Zbl0362.60049MR438447

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