Filtrations browniennes et balayage

Marc Malric

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 4, page 507-539
  • ISSN: 0246-0203

How to cite

top

Malric, Marc. "Filtrations browniennes et balayage." Annales de l'I.H.P. Probabilités et statistiques 26.4 (1990): 507-539. <http://eudml.org/doc/77392>.

@article{Malric1990,
author = {Malric, Marc},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; balayage; semi-martingales; quadratic Brownian filtrations},
language = {fre},
number = {4},
pages = {507-539},
publisher = {Gauthier-Villars},
title = {Filtrations browniennes et balayage},
url = {http://eudml.org/doc/77392},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Malric, Marc
TI - Filtrations browniennes et balayage
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 4
SP - 507
EP - 539
LA - fre
KW - Brownian motion; balayage; semi-martingales; quadratic Brownian filtrations
UR - http://eudml.org/doc/77392
ER -

References

top
  1. [1] J. Auerhan et D. Lépingle, Les filtrations de certaines martingales du mouvement brownien dans Rn, II. Séminaire de Probabilités XV, Lect. Notes Math. n°850, p. 311-327, Springer (1981). Zbl0462.60048MR622595
  2. [2] M.H.A. Davis and P. Varaiya, The multiplicity of an increasing family of σ-fields, Ann. Prob, 2 (1974), p. 958-963. Zbl0292.60071MR370754
  3. [3] D.W. Stroock and M. Yor, Some remarkable martingales. Séminaire de Probabilités XV, Lect. Notes Math. n°850, p. 590-603, Springer (1981). Zbl0456.60048MR622590
  4. [4] M. Yor, Les filtrations de certaines martingales du mouvement brownien dans Rn, Séminaire de Probabilités XIII, Lect Notes Math n°721, p. 427-440, Springer (1979). Zbl0418.60057MR544812
  5. [5a] J. Azéma et M. Yor, En guise d'Introduction à «Temps locaux». Astérisque, 52-53, p. 3-16, Soc. Math. France (1978). MR509476
  6. [5b] M. Yor, Sur le balayage des semi-martingales continues, Séminaire de Probabilités XIII, Lect. Notes Math. n 721, p. 453-471, Springer (1979). Zbl0409.60042MR544815

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.