Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues

Jean Bertoin

Annales de l'I.H.P. Probabilités et statistiques (1988)

  • Volume: 24, Issue: 2, page 201-207
  • ISSN: 0246-0203

How to cite

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Bertoin, Jean. "Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues." Annales de l'I.H.P. Probabilités et statistiques 24.2 (1988): 201-207. <http://eudml.org/doc/77323>.

@article{Bertoin1988,
author = {Bertoin, Jean},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {local, continuous martingale; semimartingale; Radon measure; difference of two convex functions},
language = {fre},
number = {2},
pages = {201-207},
publisher = {Gauthier-Villars},
title = {Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues},
url = {http://eudml.org/doc/77323},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Bertoin, Jean
TI - Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1988
PB - Gauthier-Villars
VL - 24
IS - 2
SP - 201
EP - 207
LA - fre
KW - local, continuous martingale; semimartingale; Radon measure; difference of two convex functions
UR - http://eudml.org/doc/77323
ER -

References

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  1. [1] J. Bertoin, Les processus de Dirichlet en tant qu'espace de Banach, Stochastics, n° 18, vol. 2, 1986. Zbl0602.60069MR861819
  2. [2] E. Cinlar, J. Jacod, P. Frotter and M.J. Sharpe, Semimartingales and Markov Processes, Z. W., n° 54, 1980. Zbl0443.60074MR597337
  3. [3] M. Fukushima, A Decomposition of Additive Functionals of Finite Energy, Nagoya Math. J., vol. 74, 1979. Zbl0418.60081MR535965
  4. [4] L. Schwartz, Théorie des distributions, Hermann, 1966. Zbl0149.09501MR209834
  5. [5] A.T. Wang, Generalized Ito's Formula and Additive Functionals of Brownian Motion, Z. W., n° 41, 1977. Zbl0349.60081MR488327
  6. [6] M. Yor, Un exemple de processus qui n'est pas une semi-martingale, Temps Locaux, Astérisque, n° 52-53, S.M.F., 1978. 

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