Lois de semimartingales et critères de compacité

Christophe Stricker

Séminaire de probabilités de Strasbourg (1985)

  • Volume: 19, page 209-217

How to cite

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Stricker, Christophe. "Lois de semimartingales et critères de compacité." Séminaire de probabilités de Strasbourg 19 (1985): 209-217. <http://eudml.org/doc/113514>.

@article{Stricker1985,
author = {Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {tightness; Skorohod topology},
language = {fre},
pages = {209-217},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Lois de semimartingales et critères de compacité},
url = {http://eudml.org/doc/113514},
volume = {19},
year = {1985},
}

TY - JOUR
AU - Stricker, Christophe
TI - Lois de semimartingales et critères de compacité
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 209
EP - 217
LA - fre
KW - tightness; Skorohod topology
UR - http://eudml.org/doc/113514
ER -

References

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  1. [1] Dellacherie C. , Meyer P.A. : Probabilités et Potentiel , volumes A et B, Hermann, Paris. Zbl0323.60039
  2. [2] Meyer P.A., Zheng W.A. : Tightness criteria for laws of semimartingales. A paraître dans Annales de l'I.H.P. Zbl0551.60046
  3. [3] Stricker C. : Quasimartingales, martingales locales, semimartingales et filtration naturelle, Z. W.39 ( 1977) 55-64 . Zbl0362.60069MR471072
  4. [4] Stricker C. : Mesure de Föllmer en théorie des quasimartingales . Sém. Prob. IX , Lecture Notes in M.465, 408-419, Springer, 1975. Zbl0321.60043MR423515
  5. [5] Stricker C. : Une caractérisation des semimartingales. Sém. Prob. XVIII, Lecture Notes in M.1059, 148-153, Springer, 1984. Zbl0539.60046MR770956
  6. [6] Stricker C. : Quelques remarques sur les semimartingales gaussiennes et le problème de l'innovation. Proceedings of the CNET ENST Colloquium, Lecture Notes in Control and Information Sciences61, 260-276, Springer, 1984. Zbl0546.60044MR874835

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