Martingales non fortes à variation indépendante du chemin

D. Nualart

Annales scientifiques de l'Université de Clermont. Mathématiques (1982)

  • Volume: 71, Issue: 20, page 112-114
  • ISSN: 0249-7042

How to cite

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Nualart, D.. "Martingales non fortes à variation indépendante du chemin." Annales scientifiques de l'Université de Clermont. Mathématiques 71.20 (1982): 112-114. <http://eudml.org/doc/80528>.

@article{Nualart1982,
author = {Nualart, D.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
language = {fre},
number = {20},
pages = {112-114},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Martingales non fortes à variation indépendante du chemin},
url = {http://eudml.org/doc/80528},
volume = {71},
year = {1982},
}

TY - JOUR
AU - Nualart, D.
TI - Martingales non fortes à variation indépendante du chemin
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1982
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 71
IS - 20
SP - 112
EP - 114
LA - fre
UR - http://eudml.org/doc/80528
ER -

References

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  1. (1) Cairoli, R., Walsh J.B.: Stochastic integrals in the plane. Acta Math.134 (1975) 111-183. Zbl0334.60026MR420845
  2. (2) Nualart, D.: Martingales à variation indépendante du chemin. Lecture Notes in Math.863, 128-148. Springer Verlag, 1981. Zbl0458.60040MR630310

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