Temps local du produit et du sup de deux semimartingales

Youssef Ouknine

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 477-479

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Ouknine, Youssef. "Temps local du produit et du sup de deux semimartingales." Séminaire de probabilités de Strasbourg 24 (1990): 477-479. <http://eudml.org/doc/113742>.

@article{Ouknine1990,
author = {Ouknine, Youssef},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; Tanaka formula},
language = {fre},
pages = {477-479},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Temps local du produit et du sup de deux semimartingales},
url = {http://eudml.org/doc/113742},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Ouknine, Youssef
TI - Temps local du produit et du sup de deux semimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 477
EP - 479
LA - fre
KW - local time; Tanaka formula
UR - http://eudml.org/doc/113742
ER -

References

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  1. [1] Ouknine ( Y.). Généralisation d'un lemme de S. Nakao et applications. Stochastics, 29, 1988, p. 149-157. Zbl0637.60059MR928352
  2. [2] Weinryb ( S.). Etude d'une équation différentielle stochastique avec temps local. C.R.A.S.Paris, 296, 1985, p. 519-521. Zbl0528.60051MR695387
  3. [3] Yan ( J.A.). Some formulas for the local time of semimartingalesChinese Ann. of M., 1980, p. 545-551. Zbl0468.60048MR619601
  4. [4] Yan ( J.A.). A formula for local times of semimartingales. Dong Bei Shu Xue, 1, 1985, p. 138-140. Zbl0601.60046MR834059
  5. [5] Zheng ( W.A.). Semimartingales in predictable random open sets. Sém. Prob. XVI, Lect. Notes in M.920, 1982, p. 370-379. Zbl0481.60054MR658698

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