Mesure de Föllmer en théorie des quasimartingales

Christophe Stricker

Séminaire de probabilités de Strasbourg (1975)

• Volume: 9, page 408-419

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Stricker, Christophe. "Mesure de Föllmer en théorie des quasimartingales." Séminaire de probabilités de Strasbourg 9 (1975): 408-419. <http://eudml.org/doc/113043>.

@article{Stricker1975,
author = {Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {408-419},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Mesure de Föllmer en théorie des quasimartingales},
url = {http://eudml.org/doc/113043},
volume = {9},
year = {1975},
}

TY - JOUR
AU - Stricker, Christophe
TI - Mesure de Föllmer en théorie des quasimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1975
PB - Springer - Lecture Notes in Mathematics
VL - 9
SP - 408
EP - 419
LA - fre
UR - http://eudml.org/doc/113043
ER -

References

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1. [1] Parthasarathy, K.R.Probability measures on metric spaces, New York - London : Academie Press (1967) Zbl0153.19101MR226684
2. [2] Föllmer, H.On the representation of semi-martingales. The Annals of Probability, Vol 1, n° 4580 - 589 (1973) Zbl0265.60044MR353446
3. [3] Orey, S.F - processes. Proc. Fifth Berkeley Symp. Math. Statis. Prob.2Univ. California Press301 - 313 (1965 - 66) Zbl0201.49902MR214124
4. [4] Meyer, P.A.Le retournement du temps d'après CHUNG et WALSH. Séminaire de Prob. de Strasbourg V, Lecture Notes in Math. vol. 191, Springer. (1971) MR383549

Citations in EuDML Documents

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1. Rajae Aboulaïch, Christophe Stricker, Sur un théorème de Talagrand
2. Chantha Yoeurp, Décomposition des martingales locales et formules exponentielles
3. Christophe Stricker, Lois de semimartingales et critères de compacité
4. Christophe Stricker, Prolongement des semi-martingales
5. J. Azéma, T. Jeulin, Précisions sur la mesure de Föllmer

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