Sur la représentation des ℱ t - = σ { B s - , s ⩽ t } martingales

Yue-Yun Hu

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 290-296

How to cite

top

Hu, Yue-Yun. "Sur la représentation des $\bigl ({\mathcal {F}}_t^-=\sigma \lbrace B_s^-,s \leqslant t\rbrace \bigr )$ martingales." Séminaire de probabilités de Strasbourg 29 (1995): 290-296. <http://eudml.org/doc/113912>.

@article{Hu1995,
author = {Hu, Yue-Yun},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {filtration; Brownian motion; martingales},
language = {fre},
pages = {290-296},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur la représentation des $\bigl (\{\mathcal \{F\}\}_t^-=\sigma \lbrace B_s^-,s \leqslant t\rbrace \bigr )$ martingales},
url = {http://eudml.org/doc/113912},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Hu, Yue-Yun
TI - Sur la représentation des $\bigl ({\mathcal {F}}_t^-=\sigma \lbrace B_s^-,s \leqslant t\rbrace \bigr )$ martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 290
EP - 296
LA - fre
KW - filtration; Brownian motion; martingales
UR - http://eudml.org/doc/113912
ER -

References

top
  1. J. Azéma & C. Rainer. (1994). Sur l'équation de structure d[X,X]t = dt - X+t_ dXt. Séminaire de Probabilités XXVIII (Eds: J. Azéma, P.-A. Meyer & M. Yor) Lecture Notes in Maths.1583 pp. 236-255. SpringerBerlin. Zbl0824.60047
  2. J. Azéma & M. Yor. (1989). Etude d'une martingale remarquable. Séminaire de Probabilités XXIII (Eds: J. Azéma, P.-A. Meyer & M. Yor) Lecture Notes in Maths.1372 pp. 88-130. SpringerBerlin. Zbl0743.60045
  3. M.T. Barlow. (1988). Skew Brownian motion and a one-dimensional stochastic differential equation. Stochastics251-2. Zbl0657.60075MR1008231
  4. M. Chaleyat-Maurel & M. Yor. (1978). Les filtrations de |X&verbar; et X+, lorsque X est une semimartingale continue. Astérisque52-53 pp.193-196. 
  5. N. El Karoui & M. Chayelat-Maurel. (1978). Un problème de réflexion et ses applications au temps local et aux équations différentielles stochastiques sur R, cas continu. Astérisque52-53 pp. 117-144. 
  6. M. Emery. (1989). On the Azéma martingales. Séminaire de Probabilités XXIII (Eds: J. Azéma, P.-A. Meyer & M. Yor) Lecture Notes in Maths.1372 pp. 66-87. SpringerBerlin. Zbl0753.60045
  7. I. Karatzas & S.E. Shreve. (1988). Brownian Motion and stochastic calculus. Springer, Berlin. Zbl0638.60065
  8. F.B. Knight. (1970). A reduction of continuous square-integrable martingales to Brownian motion. Lecture notes in Mathematics, vol.190. pp. 19-31. Springer, Berlin. MR370741
  9. F.B. Knight. (1987). On the invertibility of martingale time changes. Seminar on Stochastic Processes. 1987. pp.193-221. Birkhäuser, Basel1988. Zbl0646.60051MR1046417
  10. D. Lane. (1978). On the fields of some Brownian martingales. The Annals of Probability Vol. 6, No. 3, pp. 499-506. Zbl0391.60045MR482987
  11. P.A. Meyer. (1976). Un cours sur les intégrales stochastiques. Séminaire de Probabilités X. Lecture Notes in Maths.511. pp. 245-400. Springer, Berlin. Zbl0374.60070MR501332
  12. D. Stroock & M. Yor. (1981). Some remarkable martingales. Séminaire de Probabilités XV. Lecture Notes in Maths.850. pp. 590-603. Springer, Berlin. Zbl0456.60048

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.