Dérivation par rapport au processus de Bessel
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 210-226
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topAzéma, Jacques, and Yor, Marc. "Dérivation par rapport au processus de Bessel." Séminaire de probabilités de Strasbourg 24 (1990): 210-226. <http://eudml.org/doc/113719>.
@article{Azéma1990,
author = {Azéma, Jacques, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Bessel processes; locally bounded predictable process; strong oscillation},
language = {fre},
pages = {210-226},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Dérivation par rapport au processus de Bessel},
url = {http://eudml.org/doc/113719},
volume = {24},
year = {1990},
}
TY - JOUR
AU - Azéma, Jacques
AU - Yor, Marc
TI - Dérivation par rapport au processus de Bessel
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 210
EP - 226
LA - fre
KW - Bessel processes; locally bounded predictable process; strong oscillation
UR - http://eudml.org/doc/113719
ER -
References
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- [3] J.Y. Calais, M. Génin : Sur les martingales locales continues indexées par ]0,∞[. Sém. Proba. XVII, Lect. Notes in Maths. 986, p. 162-178, Springer (1983). Zbl0524.60053MR770408
- [4] L. Dubins, G. Schwarz : On continuous martingales. Proc. Nat. Acad. Sci. U.S.A. 53, p. 913-916 (1965). Zbl0203.17504MR178499
- [5] A. Dvoretzky, P. Erdös : Some problems on random walk in space. Proc. Second Berkeley Symp. on Math. Stat. and Probability. Univ. of California Press, Berkeley, 1951, p. 353-367. Zbl0044.14001MR47272
- [6] J.W. Pitman : One dimensional Brownian motion and the three-dimensional Bessel process. J. App. Proba. 7, p. 511-526 (1975). Zbl0332.60055MR375485
- [7] M.J. Sharpe : Local times and singularities of continuous local martingales. Sém. Probas. XIV, Lect. Notes in Maths. 784, p. 76-101 (1980). Zbl0428.60055MR580110
- [8] J.B. Walsh : A property of conformal martingales. Sém. Proba. XI, Lect. Notes in Maths. 581, p. 490-492 (1977). Zbl0364.60078MR455114
- [9] M.T. Barlow, E.A. Perkins : On pathwise uniqueness and expansion of filtrations. Dans ce volume. Zbl0706.60058
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