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Grossissement d’une filtration et semi-martingales: Theoremes generaux

  • Premiere Partie: Martingales Et Integrales Stochastiques
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Séminaire de Probabilités XII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 649))

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Références

  1. P.A. Meyer: Résultats d’Azéma en théorie générale des processus. Séminaire de Probabilités VII, L.Notes in M. 321, Springer 1973.

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  2. E. Lenglart: Transformation des martingales locales par changement absolument continu de probabilités. Z. fur Wahr. 39, 65–70 (1977).

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  3. P.A. Meyer: Un cours sur les intégrales stochastiques. Séminaire de Probabilités X, L. Notes in M. 511, Springer 1976.

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  4. P.A. Meyer, R. Smythe, J. Walsh: Birth and death of Markov processes. Proceedings of the 6-th Berkeley Symposium, vol.3, 1972.

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  5. M. Barlow: Martingale representation with respect to expanded σ-fields. A paraître.

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  6. C. Stricker: Quasi-martingales, martingales locales et filtrations naturelles. Zeitschrift fur Wahr. 39, 55–63 (1977).

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  7. P.A. Meyer: Sur un théorème de Jacod (dans ce volume)

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Author information

Authors and Affiliations

  1. Laboratoire de Probabilités, Tour 46, 3e étage 2 Place Jussieu, 75230, Paris Cedex 05

    Marc Yor

Authors
  1. Marc Yor
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Editor information

Editors and Affiliations

  1. Départment de Mathématiques, Université Louis Pasteur de Strasbourg, 7, rue René Descartes, F-67084, Strasbourg, France

    C. Dellacherie  & P. A. Meyer  & 

  2. Départment de Mathématiques, Université de Besançon, F-2500, Besançon, France

    M. Weil

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© 1978 Springer-Verlag Berlin Heidelberg

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Yor, M. (1978). Grossissement d’une filtration et semi-martingales: Theoremes generaux. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XII. Lecture Notes in Mathematics, vol 649. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064595

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  • DOI: https://doi.org/10.1007/BFb0064595

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08761-8

  • Online ISBN: 978-3-540-35856-5

  • eBook Packages: Springer Book Archive

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