Martingales relatives

Jacques Azéma; Paul-André Meyer; Marc Yor

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 307-321

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Azéma, Jacques, Meyer, Paul-André, and Yor, Marc. "Martingales relatives." Séminaire de probabilités de Strasbourg 26 (1992): 307-321. <http://eudml.org/doc/113802>.

@article{Azéma1992,
author = {Azéma, Jacques, Meyer, Paul-André, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {continuous martingale; semimartingales; positive submartingale},
language = {fre},
pages = {307-321},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Martingales relatives},
url = {http://eudml.org/doc/113802},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Azéma, Jacques
AU - Meyer, Paul-André
AU - Yor, Marc
TI - Martingales relatives
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 307
EP - 321
LA - fre
KW - continuous martingale; semimartingales; positive submartingale
UR - http://eudml.org/doc/113802
ER -

References

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  1. Azéma ( J.) [1]. Quelques applications de la théorie générale des processus, Inv. Math., 18, 1972, p. 293-336. Zbl0268.60068MR326848
  2. Azéma ( J.) [2]. Sur les fermés aléatoires, Sém. Prob. XIX, LN1123, 1985, p. 397-495. Zbl0563.60038MR889496
  3. Azéma ( J.) et Yor ( M.) [3]. Sur les zéros des martingales continues, ce volume. Zbl0765.60038
  4. Azéma ( J.) et Yor ( M.) [4]. Temps Locaux(ouvrage collectif), Astérisque, 52-53, Soc. Math. de France1976. MR509476
  5. Barlow ( M.T.) [5]. Construction of a martingale with given absolute value, Ann. Prob., 9, 1981, p. 314-320. Zbl0484.60037MR606994
  6. Barlow ( M.T.) et Yor ( M.) [6]. Sur la construction d'une martingale continue de valeur absolue donnée, Sém. Prob. XIV, LN784, 1980, p. 62-75. Zbl0426.60047MR580109
  7. Dellacherie ( C.), Maisonneuve ( B.) et Meyer ( P.A.) [7]. Probabilités et Potentiels E, Chap. XVII à XXI, Hermann, Paris, 1992. 
  8. Jeulin ( T.) [8]. Semimartingales et grossissement d'une filtration, SpringerLecture Notes in M., 833, 1980. Zbl0444.60002MR604176
  9. Protter( Ph.) et Sharpe ( M.J.) [9]. Martingales with given absolute value, Ann. Prob., 7, 1979, p. 1056-1058. Zbl0421.60041MR548900
  10. Stricker ( C.) [10]. Semimartingales et valeur absolue, Sém. Prob. XIII, LN721, 1979, p. 472-477. Zbl0408.60048MR544816

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