A short proof of decomposition of strongly reduced martingales

Michal Morayne; Krzysztof Tabisz

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 339-341

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Morayne, Michal, and Tabisz, Krzysztof. "A short proof of decomposition of strongly reduced martingales." Séminaire de probabilités de Strasbourg 33 (1999): 339-341. <http://eudml.org/doc/114019>.

@article{Morayne1999,
author = {Morayne, Michal, Tabisz, Krzysztof},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingale; decomposition},
language = {eng},
pages = {339-341},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A short proof of decomposition of strongly reduced martingales},
url = {http://eudml.org/doc/114019},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Morayne, Michal
AU - Tabisz, Krzysztof
TI - A short proof of decomposition of strongly reduced martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 339
EP - 341
LA - eng
KW - martingale; decomposition
UR - http://eudml.org/doc/114019
ER -

References

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  1. [Me] P.A. Meyer, Un cours sur les integrales stochastiques, Séminaire de Probabilités X, Lecture Notes in Mathematics511, Berlin, Heidelberg, New York1976. Zbl0374.60070MR501332

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