La variation d'ordre p des semi-martingales

Author:

Lepingle D.

Publisher

Springer Science and Business Media LLC

Subject

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

Reference21 articles.

1. Blumenthal, R. M., Getoor, R. K.: Some theorems on stable processes. Trans. Amer. Math. Soc. 95, 263?273 (1960)

2. Blumenthal, R, M., Getoor, R. K.: Sample functions of stochastic processes with stationary independent increments. J. Math. Mech. 10, 493?516 (1961)

3. Bretagnolle, J.: P-variation de fonctions aléatoires. Sém. Proba. VI, Lecture Notes in Math. 258. Berlin-Heidelberg-New York: Springer 1972

4. Burkholder, D. L.: Maximal inequalities as necessary conditions for almost everywhere convergence. Z. Wahrscheinlichkeitstheorie verw. Gebiete 3, 75?88 (1964)

5. Burkholder, D. L.: Distribution function inequalities for martingales. Ann. Probability 1, 19?42 (1973)

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