Filtrations quotients de la filtration brownienne

Marc Malric

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 260-264

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Malric, Marc. "Filtrations quotients de la filtration brownienne." Séminaire de probabilités de Strasbourg 35 (2001): 260-264. <http://eudml.org/doc/114066>.

@article{Malric2001,
author = {Malric, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian filtration; orthogonal group},
language = {fre},
pages = {260-264},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Filtrations quotients de la filtration brownienne},
url = {http://eudml.org/doc/114066},
volume = {35},
year = {2001},
}

TY - JOUR
AU - Malric, Marc
TI - Filtrations quotients de la filtration brownienne
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 260
EP - 264
LA - fre
KW - Brownian filtration; orthogonal group
UR - http://eudml.org/doc/114066
ER -

References

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  1. [1] S. Attal, K. Burdzy, M. Émery Y. Hu : Sur quelques filtrations et transformations browniennes. Sém. Proba. XXIX. Lect. Notes in Math.1613, p. 56-69. Springer (1995). Zbl0835.60073MR1459449
  2. [2] S. Begdadi-Sakrani, M. Émery : On certain probabilities equivalent to cointossing, d'après Schachermayer. Sém. Proba. XXXIII. Lect. Notes in Math.1709, p. 241-257. Springer (1999). Zbl0947.60080MR1767998
  3. [3] J. Dieudonné : Éléments d'analyse. Tome 3. Gauthier-Villars (1970). Zbl0208.31802MR270377
  4. [4] J. Dieudonné : Éléments d'analyse. Tome 4. Gauthier-Villars (1971). Zbl0217.00101MR362065
  5. [5] M. Émery W. Schachermayer : A remark on Tsirelson's stochastic differential equation. Sém. Proba. XXXIII. Lect. Notes in Math.1709, p. 292-304. Springer (1999). Zbl0957.60064MR1768003
  6. [6] A. Goswami, B.V. Rao : Conditional expectation of odd chaos given even. Stochastics and Stochastic Reports35, p. 213-214 (1991). Zbl0728.60059MR1113254
  7. [7] M. Malric : Filtrations browniennes et balayage. Ann. I.H.P.26, p. 507-540 (1990). Zbl0719.60087MR1080583
  8. [8] D. Revuz, M. Yor : Continuous Martingales and Brownian Motion. 3rd edition. Springer (1999). Zbl0917.60006MR1725357

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