Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh

Bernard De Meyer

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 217-220

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De Meyer, Bernard. "Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh." Séminaire de probabilités de Strasbourg 33 (1999): 217-220. <http://eudml.org/doc/114008>.

@article{DeMeyer1999,
author = {De Meyer, Bernard},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Walsh process; Brownian filtration; spider martingale},
language = {fre},
pages = {217-220},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh},
url = {http://eudml.org/doc/114008},
volume = {33},
year = {1999},
}

TY - JOUR
AU - De Meyer, Bernard
TI - Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 217
EP - 220
LA - fre
KW - Walsh process; Brownian filtration; spider martingale
UR - http://eudml.org/doc/114008
ER -

References

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  1. [1] Barlow, M.T., M. Emery, F.B. Knight, S. Song and M. Yor (1998), Autour d'un théorème de Tsirelson sur des filtrations browniennes et non-browniennes, Sém. Prob. XXXII, Lecture Notes in Mathematics1686, 264-305, Springer Verlag, Berlin. Zbl0914.60064MR1655299
  2. [2] Tsirelson, B. (1997), Triple points: from non-Brownian Filtrations to harmonie measures, Geometric and Functional Analysis7, 1096-1142, Birkhäuser Verlag, Basel. Zbl0902.31004MR1487755
  3. [3] Yor, M. (1979), Sur l'étude des martingales continues extrémales. Stochastics2, 191-196. Zbl0409.60043MR528910
  4. [4] Yor, M. (1979), Sur le balayage des semimartingales continues. Sém. Prob. XIII, Lecture Notes in Mathematics721, 453-471, Springer Verlag, Berlin. Zbl0409.60042MR544815

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