Une inégalité pour martingales à indices multiples et ses applications

Renzo Cairoli

Séminaire de probabilités de Strasbourg (1970)

  • Volume: 4, page 1-27

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Cairoli, Renzo. "Une inégalité pour martingales à indices multiples et ses applications." Séminaire de probabilités de Strasbourg 4 (1970): 1-27. <http://eudml.org/doc/112900>.

@article{Cairoli1970,
author = {Cairoli, Renzo},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {1-27},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une inégalité pour martingales à indices multiples et ses applications},
url = {http://eudml.org/doc/112900},
volume = {4},
year = {1970},
}

TY - JOUR
AU - Cairoli, Renzo
TI - Une inégalité pour martingales à indices multiples et ses applications
JO - Séminaire de probabilités de Strasbourg
PY - 1970
PB - Springer - Lecture Notes in Mathematics
VL - 4
SP - 1
EP - 27
LA - fre
UR - http://eudml.org/doc/112900
ER -

References

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  1. [1] J.L. Doob, Stochastic processes, J. Wiley, New York, 1953. Zbl0053.26802MR58896
  2. [2] P.A. Meyer, Probabilités et potentiel, Hermann, Paris, 1966. Zbl0138.10402MR205287
  3. [3] B. Jessen, J. Marcinkiewicz et A. Zygmund, Note on the differentiability of multiple integrals, Fund. Math., 25, 1935, p. 217-234. Zbl0012.05901JFM61.0255.01
  4. [4] M. Brelot et J.L. Doob, Limites angulaires et limites fines, Ann. Inst. Fourier, 13, 1963, p. 395-415. Zbl0132.33902MR196107
  5. [5] A. Zygmund, Trigonometric Series, Cambridge University Press, 1959. Zbl0085.05601
  6. [6] H. Kunita et T. Watanabe, Markov processes and Martin boundaries I, Illinois J. Math., 9, 1965, p. 485-526. Zbl0147.16505MR181010
  7. [7] P.A. Meyer, Processus de Markov: la frontière de Martin, Lecture Notes in Math., 77, Springer Verlag, Berlin, 1968. Zbl0174.49303MR246365
  8. [8] R. Cairoli, Une représentation intégrale pour fonctions séparément excessives, Ann. Inst. Fourier, 18, 1968, p. 317-338. Zbl0165.52601MR260021
  9. [9] J.L. Doob, Probability methods applied to the first boundary value problem, Proc. third Berkeley Symp., vol. 2, 1956, p. 49-80. Zbl0074.09101MR84886
  10. [10] H. Föllmer, Feine Toplogie am Martinrand eines Standardprozesses, Thèse, Université de Erlangen-Nürnberg, 1968. 
  11. [11] J.L. Doob, Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. math. France, 85, 1957, p.431-458. Zbl0097.34004MR109961
  12. [12] R. Cairoli, Sur une classe de fonctions séparément excessives, Comptes rendus, 267, série A, 1968, p. 412-414. Zbl0169.49301MR233421
  13. [13] A. Zygmund, On the differentiability of multiple integrals, Fund. Math., 23, 1934, p. 143-149. Zbl0010.01404JFM60.0219.02
  14. [14] S. Saks, Remark on the differentiability of the Lebesgue indefinite integral, Fund. Math., 22, 1934, p. 257-261. Zbl0009.10602JFM60.0219.01
  15. [15] J.B. Walsh, Probability and a Dirichlet problem for multiply superharmonic functions, Thèse, Illinois University, 1966. 
  16. [16] J.L. Doob, Some classical function theory theorems and their moder versions, Ann. Inst. Fourier, 15, 1965, p. 113-136. Zbl0154.07503MR203065

Citations in EuDML Documents

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  1. C. Métraux, Quelques inégalités pour martingales à paramètre bidimensionnel
  2. David Nualart, Différents types de martingales à deux indices
  3. Davar Khoshnevisan, On sums of i.i.d. random variables indexed by N parameters
  4. Annie Millet, Louis Sucheston, Demiconvergence of processes indexed by two indices
  5. Renzo Cairoli, Décomposition de processus à indices doubles
  6. L. Egghe, Some new Chacon-Edgar-type inequalities for stochastic processes, and characterizations of Vitali-conditions
  7. Annie Millet, On convergence and regularity of two-parameter (Δ1) submartingales
  8. Michel Ledoux, Une remarque sur la convergence des martingales à deux indices
  9. Malgorsata Kuchta, Michal Morayne, Slawomir Solecki, A martingale proof of the theorem by Jessen, Marcinkiewicz and Zygmund on strong differentiation of integrals
  10. Ferenc Weisz, An application of two-parameter martingales in harmonic analysis

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