Some properties of martingale integrals

Norihiko Kazamaki

Annales de l'I.H.P. Probabilités et statistiques (1971)

  • Volume: 7, Issue: 1, page 9-19
  • ISSN: 0246-0203

How to cite

top

Kazamaki, Norihiko. "Some properties of martingale integrals." Annales de l'I.H.P. Probabilités et statistiques 7.1 (1971): 9-19. <http://eudml.org/doc/76931>.

@article{Kazamaki1971,
author = {Kazamaki, Norihiko},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {1},
pages = {9-19},
publisher = {Gauthier-Villars},
title = {Some properties of martingale integrals},
url = {http://eudml.org/doc/76931},
volume = {7},
year = {1971},
}

TY - JOUR
AU - Kazamaki, Norihiko
TI - Some properties of martingale integrals
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1971
PB - Gauthier-Villars
VL - 7
IS - 1
SP - 9
EP - 19
LA - eng
UR - http://eudml.org/doc/76931
ER -

References

top
  1. [1] C. Dellacherie, Séminaire de probabilités; La théorie générale des processus, Université de Strasbourg, 1969. 
  2. [2] C. Doleans-Dade, Séminaire de probabilités; Une martingale uniformément intégrable mais non localement de carré intégrable, Université de Strasbourg, 1970. MR368129
  3. [3] C. Doleans-Dade and P.A. Meyer, Intégrales stochastiques par rapport aux martingales locales, Université de Strasbourg, Lecture Notes in Mathematics, vol. 124, Springer, Heidelberg, 1970. Zbl0211.21901MR270425
  4. [4] P.A. Meyer, Intégrales stochastiques (I) (II), Université de Strasbourg, Lecture Notes in Mathematics, vol. 39, Springer, Heidelberg, 1967. Zbl0157.25001MR231445
  5. [5] P.A. Meyer, Probabilités et potentiel, Hermann, 1966. Zbl0138.10402MR205287

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.