Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales-Reference-Cited by-同舟云学术

Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales

Published:1976 Issue:1 Volume:35 Page:1-37
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:fr
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Jacod Jean,M�min Jean

Publisher

Springer Science and Business Media LLC

Subject

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

Link

http://link.springer.com/content/pdf/10.1007/BF00532597.pdf

Reference26 articles.

1. Br�maud, P.: A martingale approach to point processes. Ph.D. thesis, El. Res. Lab. Berkeley; M-345 (1972)

2. Courr�ge, P., Priouret, P.: Temps d'arr�t d'une fonction al�atoire, relations d'�quivalence associ�es et propri�t�s de d�composition. Publ. Inst. Statist. Univ. Paris 14, 245?274 (1965)

3. Dellacherie, C.: Capacit�s et processus stochastiques. Berlin-Heidelberg-New York: Springer 1972

4. Dol�ans-Dade, C.: Quelques applications de la formule de changement de variables pour les semi-martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete 16, 181?194 (1970)

5. Dol�ans-Dade, C., Meyer, P. A.: Int�grales stochastiques par rapport aux martingales locales. S�m. Probab. Strasbourg IV. Lecture Notes in Math. 124. Berlin-Heidelberg-New York: Springer 1970

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