Infinitesimal behaviour of a continuous local martingale
Séminaire de probabilités de Strasbourg (1992)
- Volume: 26, page 398-404
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topDelbaen, Freddy. "Infinitesimal behaviour of a continuous local martingale." Séminaire de probabilités de Strasbourg 26 (1992): 398-404. <http://eudml.org/doc/113809>.
@article{Delbaen1992,
author = {Delbaen, Freddy},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {continuous vector valued local martingales; Wiener process; infinitesimal generator},
language = {eng},
pages = {398-404},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Infinitesimal behaviour of a continuous local martingale},
url = {http://eudml.org/doc/113809},
volume = {26},
year = {1992},
}
TY - JOUR
AU - Delbaen, Freddy
TI - Infinitesimal behaviour of a continuous local martingale
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 398
EP - 404
LA - eng
KW - continuous vector valued local martingales; Wiener process; infinitesimal generator
UR - http://eudml.org/doc/113809
ER -
References
top- [1] Aldous, D. : Weak convergence of stochastic processes viewed in the Strasbourg manner. Preprint 1978. MR467878
- [2] Dellacherie, C. - Meyer, P.A. : Probabilités et Potentiel, tome ii : Chapitres V à VIII: Théorie des martingales. Hermann, Paris, 1980 Zbl0464.60001MR566768
- [3] Dellacherie, C. - Meyer, P.A. : Probabilités et Potentiel, tome iv : Chapitres XII à XVI: Théorie des processus de Markov. Hermann, Paris, 1987 Zbl0624.60084
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