On Doleans-Föllmer's Measure for Quasi-Martingales and a Pellaumail's Extension Theorem

Michel Métivier

Publications mathématiques et informatique de Rennes (1973)

  • Issue: 3, page 23-46

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Métivier, Michel. "On Doleans-Föllmer's Measure for Quasi-Martingales and a Pellaumail's Extension Theorem." Publications mathématiques et informatique de Rennes (1973): 23-46. <http://eudml.org/doc/274534>.

@article{Métivier1973,
author = {Métivier, Michel},
journal = {Publications mathématiques et informatique de Rennes},
language = {eng},
number = {3},
pages = {23-46},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {On Doleans-Föllmer's Measure for Quasi-Martingales and a Pellaumail's Extension Theorem},
url = {http://eudml.org/doc/274534},
year = {1973},
}

TY - JOUR
AU - Métivier, Michel
TI - On Doleans-Föllmer's Measure for Quasi-Martingales and a Pellaumail's Extension Theorem
JO - Publications mathématiques et informatique de Rennes
PY - 1973
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 3
SP - 23
EP - 46
LA - eng
UR - http://eudml.org/doc/274534
ER -

References

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  1. [1] Bourbaki. Integration, Chap. I, §1. Actualites Scientifiques et Industrielles. Hermann. Zbl0115.04903
  2. [2] Doleans, C.Existence du processus croissant, naturel associé aux potentiel de la classe (D). Z Wahrscheinlichkeitstheorie verw. Geb.9, 309-314 (1968). Zbl0164.47201MR246363
  3. [3] Fisk, D.L.Quasi-martingales. Trans. Am. Math. Soc.120 (359-333). Zbl0133.40303MR192542
  4. [4] Föllmer, H.The exit measure of a supermartingale. Z. Wahrscheinlichkeitstheorie Ver. Geb.21, 154-166 (1972). Zbl0231.60033MR309184
  5. [5] Föllmer, H.On the representation of semimartingales. To appear in Trans. Am. Math. Soc. Zbl0265.60044
  6. [6] Métivier, M.Integrale stochastique par rapport à des processus à valeurs dans un espace de Banach réflexif. To appear in Theoria veroyatnostie, 1973. 
  7. [7] Meyer, P.A.Probabilités et potentiels. Hermann, Paris, 1966. Zbl0138.10402MR205287
  8. [8] Meyer, P.A.Integrales stochastiques, Sem. Prob. T, Lecture Notes Math.39, 72-183, (1967). Zbl0157.25001MR231445
  9. [9] Meyer, P.A.La mesure de H. Föllmer en théorei des surmartingales, Sem. Prob.VILecture Notes, Springer Verlag (1972). Zbl0231.60034
  10. [10] Orey, S.F-processes, Proc. Fifth Berkeley symposium, II - 1, 301-313 (1967). Zbl0201.49902MR214124
  11. [11] Pellaumail, J.Une nouvelle construction de l'intégrale stochastique. Thèse Rennes 1972. To appear in "Asterisque", VII. Publication de la société Mathématique de France1973. 
  12. [12] Pellaumail, J.Lecture Notes. Séminaire de Prob.VIII, 1973. 
  13. [13] Rao, R.M.Quasi-martingales. Math. Scand.24, 79-92 (1969). Zbl0193.45502MR275511

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