Semimartingales and measure preserving flows

Philip Protter

Annales de l'I.H.P. Probabilités et statistiques (1986)

  • Volume: 22, Issue: 2, page 127-147
  • ISSN: 0246-0203

How to cite

top

Protter, Philip. "Semimartingales and measure preserving flows." Annales de l'I.H.P. Probabilités et statistiques 22.2 (1986): 127-147. <http://eudml.org/doc/77272>.

@article{Protter1986,
author = {Protter, Philip},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {semimartingales; ergodic theory; helix semimartingale},
language = {eng},
number = {2},
pages = {127-147},
publisher = {Gauthier-Villars},
title = {Semimartingales and measure preserving flows},
url = {http://eudml.org/doc/77272},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Protter, Philip
TI - Semimartingales and measure preserving flows
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 2
SP - 127
EP - 147
LA - eng
KW - semimartingales; ergodic theory; helix semimartingale
UR - http://eudml.org/doc/77272
ER -

References

top
  1. [1] A. Benveniste, Processus stationnaires et mesures de Palm du flot special sous une fonction, p. 97-153Sém. de Probabilités IX, Springer Lecture Notes in Math., t. 465, 1975. Zbl0314.28017MR482968
  2. [2] R.M. Blumenthal and R.K. Getoor, Markov Processes and Potential Theory. Academic Press. New York, 1968. Zbl0169.49204MR264757
  3. [3] E. Cinlar, J. Jacod, P. Protter and M.J. Sharpe, Semimartingales and Markov Processes, Z. Wahrsch. Verw. Gebiete, t. 54, 1980, p. 161-219. Zbl0443.60074MR597337
  4. [4] C. Dellacherie and P.A. Meyer, Probabilities and Potential B. North Holland. Amsterdam, 1982. Zbl0494.60002MR745449
  5. [5] D. Geman and J. Horowitz, Remarks on Palm Measures, Ann. Inst. Henri Poincaré, t. 9, 1973, p. 215-232. Zbl0283.60056MR346922
  6. [6] R.K. Getoor, On the construction of kernels, p. 443-463, Sém. de Proba. IX, Springer, Lecture Notes in Math., t. 465, 1975. Zbl0321.60056MR436342
  7. [7] J. Horowitz, Short proof of a Randon-Nikodym for additive functionals, Z. Wahrsch. Verw. Gebiete, t. 25, 1973, p. 159-162. Zbl0243.60046MR331531
  8. [8] J. Jacod, Calcul Stochastique et Problèmes de Martingales. Springer, Lect. Notes in Math., t. 714, 1979. Zbl0414.60053MR542115
  9. [9] J. De Sam Lazaro and P.A. Meyer, Méthodes de martingales et théorie des flots, Z. Wahrsch. Verw. Gebiete, t. 18, 1971, p. 116-140. Zbl0205.44501MR288831
  10. [10] J. De Sam Lazaro and P.A. Meyer, Questions de théorie des flots, p. 1-96, Sém. de Proba. IX, Springer, Lecture Notes in Math., t. 465, 1975. Zbl0311.60019
  11. [11] M. Metivier, Semimartingales. De Gruyter. Berlin, New York, 1982. Zbl0503.60054MR688144
  12. [12] P.A. Meyer, Un cours sur les intégrales stochastiques, p. 245-400, Sém. de Proba. X, Springer, Lecture Notes in Math., t. 511, 1976. Zbl0374.60070MR501332
  13. [13] P.A. Meyer, Martingales locales fonctionnelles additives I, p. 775-785, Sém. de Proba. XII, Springer, Lect. Notes in Math., t. 649, 1978. Zbl0382.60085MR520046

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.