Quasimartingales, martingales locales, semimartingales et filtration naturelle

Author:

Stricker Christophe

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference7 articles.

1. Kazamaki, N.: Krickeberg's decomposition for local martingales. Séminaire de Probabilités VI. Lecture Notes in Math.258, 101–103. Berlin-Heidelberg-New York: Springer 1972

2. Meyer, P.A.: Un cours sur les intégrales stochastiques. Séminaire de Probabilités X. Lecture Notes in Math.511, 246–400. Berlin-Heidelberg-New York: Springer 1976

3. Meyer, P.A.: Martingales and stochastic integrals. Lecture Notes in Math.284. Berlin-Heidelberg-New York: Springer 1972

4. Rao, K.M.: Quasimartingales. Math. Scand.24, 79–92 (1969)

5. Stricker, C.: Une caractérisation des quasimartingales. Séminaire de Probabilités IX. Lecture Notes in Math.465, 420–424. Berlin-Heidelberg-New York: Springer 1975

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