Une propriété des martingales pures

Jacques Azéma; Catherine Rainer; Marc Yor

Séminaire de probabilités de Strasbourg (1996)

  • Volume: 30, page 243-254

How to cite


Azéma, Jacques, Rainer, Catherine, and Yor, Marc. "Une propriété des martingales pures." Séminaire de probabilités de Strasbourg 30 (1996): 243-254. <http://eudml.org/doc/113931>.

author = {Azéma, Jacques, Rainer, Catherine, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {pure martingales; slow filtration; extremal martingales; Brownian motion; time change},
language = {fre},
pages = {243-254},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une propriété des martingales pures},
url = {http://eudml.org/doc/113931},
volume = {30},
year = {1996},

AU - Azéma, Jacques
AU - Rainer, Catherine
AU - Yor, Marc
TI - Une propriété des martingales pures
JO - Séminaire de probabilités de Strasbourg
PY - 1996
PB - Springer - Lecture Notes in Mathematics
VL - 30
SP - 243
EP - 254
LA - fre
KW - pure martingales; slow filtration; extremal martingales; Brownian motion; time change
UR - http://eudml.org/doc/113931
ER -


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  11. [ReY] Revuz D., Yor M. (1991): Continuous Martingales and Brownian Motion, Grundlehren der math. Wiss.293, Springer. Zbl0731.60002MR1083357
  12. [RoW] Rogers L.C.G., Williams D. (1987): Diffusions, Markov Processes and Martingales, vol.2, John Wiley and Sons. Zbl0627.60001MR921238
  13. [SY] Stroock D.W., Yor M. (1980): On extremal solutions of martingale problems, Ann. Scient. E.N.S., 4ème série, t.13, p.95-164. Zbl0447.60034MR584083
  14. [Y] Yor M. (1979): Sur l'étude des martingales continues extrémales, Stochastics, vol.2.3. p.191-196 Zbl0409.60043MR528910

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