Moyennes mobiles et semimartingales

Thierry Jeulin; Marc Yor

Séminaire de probabilités de Strasbourg (1993)

  • Volume: 27, page 53-77

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Jeulin, Thierry, and Yor, Marc. "Moyennes mobiles et semimartingales." Séminaire de probabilités de Strasbourg 27 (1993): 53-77. <http://eudml.org/doc/113860>.

@article{Jeulin1993,
author = {Jeulin, Thierry, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingale; Gaussian stationary process; Hardy space},
language = {eng},
pages = {53-77},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Moyennes mobiles et semimartingales},
url = {http://eudml.org/doc/113860},
volume = {27},
year = {1993},
}

TY - JOUR
AU - Jeulin, Thierry
AU - Yor, Marc
TI - Moyennes mobiles et semimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1993
PB - Springer - Lecture Notes in Mathematics
VL - 27
SP - 53
EP - 77
LA - eng
KW - semimartingale; Gaussian stationary process; Hardy space
UR - http://eudml.org/doc/113860
ER -

References

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  5. [F1] Fernique X. : Des résultats nouveaux sur les processus gaussiens. C.R.A.S.Paris, t.278, Série A, 363-365, 1974. Zbl0274.60029MR413237
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  14. [PW] Paley R., Wiener N. : Fourier transforms in the complex domain. American Mathematical Society, Colloquium Publications, Vol.19, 1934 Zbl0011.01601MR1451142JFM60.0345.02
  15. [R] Rudin W. : Real and complex analysis. Mc Graw Hill, 1970. Zbl0954.26001
  16. [Sc] Schreiber M. : Fermeture en probabilité de certains sous-espaces d'un espace L2. Application aux chaos de Wiener. Z.f.W.14, 36-48, 1969. Zbl0186.49803MR413290
  17. [So] Song S. : Quelques conditions suffisantes pour qu'une semimartingale soit une quasimartingale. Stochastics16, 97-109, 1986. Zbl0586.60040MR834562
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