Caractérisation des semimartingales

Christophe Stricker

Séminaire de probabilités de Strasbourg (1984)

  • Volume: 18, page 148-153

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Stricker, Christophe. "Caractérisation des semimartingales." Séminaire de probabilités de Strasbourg 18 (1984): 148-153. <http://eudml.org/doc/113475>.

@article{Stricker1984,
author = {Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {predictable processes; semimartingale},
language = {fre},
pages = {148-153},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Caractérisation des semimartingales},
url = {http://eudml.org/doc/113475},
volume = {18},
year = {1984},
}

TY - JOUR
AU - Stricker, Christophe
TI - Caractérisation des semimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 148
EP - 153
LA - fre
KW - predictable processes; semimartingale
UR - http://eudml.org/doc/113475
ER -

References

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  1. [1] Bouleau, N. : Sur la variation quadratique de certaines mesures vectorielles. Z. Wahrscheinlichkeitstheorie verw. Gebiete61, 283-290 (1982). Zbl0492.60078MR675617
  2. [2] Dellacherie, C. et Meyer, P.A. : Probabilités et Potentiel, B, théorie des martingales. Hermann, Paris1979 . Zbl0464.60001MR566768
  3. [3] Stricker, C. : Sur la caractérisation des semimartingales. Séminaire de Probabilités XV, Lecture Notes in M.850, 523-525, Springer1981. Zbl0456.60056MR622584
  4. [4] Yan, J.A. : Caractérisation d'une classe d'ensembles convexes de L1 ou H1 . Séminaire de Probabilités XIV , Lecture Notes in M.784, 220-222, Springer1980. Zbl0429.60004MR580127

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