Sur les martingales locales continues indexées par ] 0 , ∞ [

J.-Y. Calais; M. Génin

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 162-178

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Calais, J.-Y., and Génin, M.. "Sur les martingales locales continues indexées par ${]}0,\infty {[}$." Séminaire de probabilités de Strasbourg 17 (1983): 162-178. <http://eudml.org/doc/113433>.

@article{Calais1983,
author = {Calais, J.-Y., Génin, M.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local martingales; conformal martingales},
language = {fre},
pages = {162-178},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur les martingales locales continues indexées par $\{]\}0,\infty \{[\}$},
url = {http://eudml.org/doc/113433},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Calais, J.-Y.
AU - Génin, M.
TI - Sur les martingales locales continues indexées par ${]}0,\infty {[}$
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 162
EP - 178
LA - fre
KW - local martingales; conformal martingales
UR - http://eudml.org/doc/113433
ER -

References

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  1. [1] J. Azema et M. Yor : En guise d'introduction - Astérisque52-53 (Temps Locaux), 3-16 (1978). MR509476
  2. [2] C. Dellacherie et P.A. Meyer : Probabilités et potentiel (Théorie des martingales). Hermann - 1980. Zbl0464.60001MR566768
  3. [3] R.K. Getoor, M.J. Sharpe : Conformal martingales. Invent. Math. - 16 - 271-308 (1972). Zbl0268.60048MR305473
  4. [4] N. Ikeda, S. Watanabe : Stochastic differential equations and diffusion processes. North Holland - Kodansha - 1981. Zbl0495.60005MR637061
  5. [5] F.B. Knight : A reduction of continuous square integrable martingale to brownian motion. Lecture Notes in Math.190, Springer-Verlag, Berlin. (1971) MR370741
  6. [6] P.A. Meyer : Un cours sur les intégrales stochastiques. Sem. de proba. XSpringerLecture Notes. 511 (1976). Zbl0374.60070MR501332
  7. [7] P.A. Meyer, C. Stricker : Sur les semi-martingales au sens de L. Schwarz. Mathematical analysis and application, Part B. Advances in Math. Supplementary Studies; vol. 7 B, (1981). Zbl0471.60055MR634260
  8. [8] J.W. Pitman : One dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Prob., 7 (1975), 511-526. Zbl0332.60055MR375485
  9. [9] M.J. Sharpe : Local times and singularities of continuous local martingales. Sem. de proba. XIV. SpringerLecture Notes (1980). Zbl0428.60055MR580110
  10. [10] M.J. Sharpe : Some transformations of diffusion by time reversal. Ann. proba. 8, n°6 , 1156-1163 (dec. 1980). Zbl0465.60066MR602388
  11. [11] J.B. Walsh : A property of conformal martingales. Sem. de proba. XI. SpringerLecture Notes581 (1977). Zbl0364.60078MR455114

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