Équations de structure pour des martingales vectorielles

Stéphane Attal; Michel Émery

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 256-278

How to cite


Attal, Stéphane, and Émery, Michel. "Équations de structure pour des martingales vectorielles." Séminaire de probabilités de Strasbourg 28 (1994): 256-278. <http://eudml.org/doc/113879>.

author = {Attal, Stéphane, Émery, Michel},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {structure equations; chaotic representation; predictable representation},
language = {fre},
pages = {256-278},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Équations de structure pour des martingales vectorielles},
url = {http://eudml.org/doc/113879},
volume = {28},
year = {1994},

AU - Attal, Stéphane
AU - Émery, Michel
TI - Équations de structure pour des martingales vectorielles
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 256
EP - 278
LA - fre
KW - structure equations; chaotic representation; predictable representation
UR - http://eudml.org/doc/113879
ER -


  1. [1] S. Attal. Thèse de Doctorat, Université de Strasbourg I. 
  2. [2] Ph. Biane. Chaotic Representation for Finite Markov Chains. Stochastics and Stochastics Reports30, 61-68, 1990. Zbl0712.60049MR1085480
  3. [3] M. Émery. On the Azéma Martingales. Séminaire de Probabilités XXIII, Lecture Notes in Mathematics1372, Springer1989. Zbl0753.60045MR1022899
  4. [4] M. Émery. On the Chaotic Representation Property for Martingales. Soumis aux Proceedings of the 1993 Kolmogorov Semester on Stochastic Analysis , Saint-Petersbourg. Zbl1008.60507
  5. [5] P.-A. Meyer. Quantum Probability for Probabilists. Lecture Notes in Mathematics1538, Springer1993. Zbl0773.60098MR1222649
  6. [6] P.-A. Meyer. Éléments de probabilités quantiques. Séminaire de Probabilités XX, Lecture Notes in Mathematics1204, Springer1986. Zbl0604.60001MR942022
  7. [7] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, Springer1991. Zbl0731.60002

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