Variation conditionnelle des processus stochastiques

C. Stricker

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

  • Volume: 24, Issue: 2, page 295-305
  • ISSN: 0246-0203

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Stricker, C.. "Variation conditionnelle des processus stochastiques." Annales de l'I.H.P. Probabilités et statistiques 24.2 (1988): 295-305. <http://eudml.org/doc/77327>.

@article{Stricker1988,
author = {Stricker, C.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {semimartingale; local martingale; Dirichlet process; prequasimartingale},
language = {fre},
number = {2},
pages = {295-305},
publisher = {Gauthier-Villars},
title = {Variation conditionnelle des processus stochastiques},
url = {http://eudml.org/doc/77327},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Stricker, C.
TI - Variation conditionnelle des processus stochastiques
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1988
PB - Gauthier-Villars
VL - 24
IS - 2
SP - 295
EP - 305
LA - fre
KW - semimartingale; local martingale; Dirichlet process; prequasimartingale
UR - http://eudml.org/doc/77327
ER -

References

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  1. [1] C. Dellacherie et P.A. Meyer, Probabilités et potentiel. Théorie des martingales, Hermann, 1980. Zbl0464.60001MR566768
  2. [2] S. Ethier et T. Kurtz, Markov Processes: Characterization and Convergence, Wiley, 1986. Zbl0592.60049MR838085
  3. [3] A. Lindquist et G. Picci, Forward and Backward Semimartingale Models for Gaussian Processes with Stationary Increments. Stochastics, vol. 15, 1985, p. 1-50. Zbl0569.60042MR803150
  4. [4] P.A. Meyer, Un résultat d'approximation, Séminaire de Probabilités XVIII; Lecture Notes in Math., n° 1059, Springer, 1984, p. 268-270. Zbl0537.60038MR770967
  5. [5] P. Protter, Reversing Gaussian Semimartingales Without Gauss (à paraître). Zbl0613.60047
  6. [6] S. Song, Quelques conditions suffisantes pour qu'une semimartingale soit une quasi-martingale, Stochastics, vol. 16, 1986, p. 97-109. Zbl0586.60040MR834562
  7. [7] C. Stricker, Quelques remarques sur les semimartingales gaussiennes et le problème de l'innovation. Filtering and Control of Random Processes, Lecture Notes in Control and Information Sciences, vol. 61, Springer, 1984, p. 260-276. Zbl0546.60044MR874835
  8. [8] C. Stricker, Absolute Continuity of a Semimartingale with Respect to a Continuous Increasing and Adapted Process, in Lecture Notes in Control and Information Sciences, vol. 96, Springer, 1987, p. 373-380. Zbl0655.60038
  9. [9] C. Stricker, Semimartingales gaussiennes - application au problème de l'innovation, Z. W., vol. 64, Springer, 1983, p. 303-312. Zbl0525.60057MR716488
  10. [10] J.A. Yan, Caractérisation d'une classe d'ensembles convexes de L1 ou H1, Séminaire de Probabilités XIV; Lecture Notes in Math., n° 784, Springer, 1980, p. 220-222. Zbl0429.60004

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