Chaoticity on a stochastic interval [ 0 , T ]

Azzouz Dermoune

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 117-124

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Dermoune, Azzouz. "Chaoticity on a stochastic interval $[0,T]$." Séminaire de probabilités de Strasbourg 29 (1995): 117-124. <http://eudml.org/doc/113893>.

@article{Dermoune1995,
author = {Dermoune, Azzouz},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingale; structure equation; chaotic representation property; chaotic martingale},
language = {eng},
pages = {117-124},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Chaoticity on a stochastic interval $[0,T]$},
url = {http://eudml.org/doc/113893},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Dermoune, Azzouz
TI - Chaoticity on a stochastic interval $[0,T]$
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 117
EP - 124
LA - eng
KW - martingale; structure equation; chaotic representation property; chaotic martingale
UR - http://eudml.org/doc/113893
ER -

References

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  1. [1] J. Azéma: Sur les fermés aléatoires. Séminaire de probabilités XIX, Lect. Notes in Maths.1123. Springer (1985). Zbl0563.60038MR889496
  2. [2] A. Dermoune: Distribution sur l'espace de Paul Lévy. Ann. Inst. Henri Poincaré, vol. 26, n° 1, 1990, p. 101-119. Zbl0699.60053MR1075441
  3. [3] M. Emery: On the Azéma martingales. Séminaire de probabilités XXIII, Lect. Notes in Maths, 1372, Springer (1989). Zbl0753.60045MR1022899
  4. [4] M. Emery: Quelques cas de représentation chaotique. Séminaire de probabilités XXV, Lect. Notes in Maths, 1485, Springer (1991). Zbl0754.60043MR1187765
  5. [5] S. He, J. Wang: The total continuity of natural filtrations and the strong property of predictable representations for jump processes and processes with independent increments, Séminaire de probabilités XVI, Vol. 920, (1981). Zbl0505.60055MR658696
  6. [6] K. Ito: Spectral type of the shift transformation of differential processes with increments. Tr. Ann. Math. Soc, Vol. 81, (1956). Zbl0073.35303MR77017
  7. [7] P.A. Meyer: Un cours sur les intégrales stochastiques, Séminaire de probabilités X, Vol. 511, p.p 321-331, (1976). Zbl0374.60070MR501332

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