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Sauts additifs et sauts multiplicatifs des semi-martingales

  • Martingales, Integrales Stochastiques
  • Conference paper
  • First Online:
Séminaire de Probabilités XIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 721))

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Bibliographie

  1. C.S. CHOU: Le processus des sauts d'une martingale locale. Sémi. de Proba. XI, Lecture Notes in Math 581 (1975/76).

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  2. C. DELLACHERIE & P.A. MEYER: Probabilités et Potentiel. Théorie des martingales (chapitre VI). A paraître chez Hermann.

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  3. M. GARCIA P. MAILLARD & Y. PELTRAUT: Une martingale de saut multiplicatif donné, Sémi. de Proba. XII, Lecture Notes in Math 649 (1976/77).

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  4. D. LEPINGLE: Sur la représentation des sauts des martingales, Sémi. de Proba. XI, Lecture Notes in Math 581, (1975/76)

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  5. P.A MEYER: Un cours sur les intégrales stochastiques, Sémi. de Proba X, Lect. Notes in Math 511 (1974/75).

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  6. CH. YOEURP & M. YOR: Espace orthogonal à une semi-martingale. Application. A paraître au Z. für Wahr.

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  7. M. YOR: En cherchant une définition naturelle des intégrales stochastiques optionnelles (dans ce volume).

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Authors
  1. Chantha Yoeurp
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Editor information

C. Dellacherie P. A. Meyer M. Weil

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© 1979 Springer-Verlag

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Yoeurp, C. (1979). Sauts additifs et sauts multiplicatifs des semi-martingales. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070854

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  • DOI: https://doi.org/10.1007/BFb0070854

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09505-7

  • Online ISBN: 978-3-540-35189-4

  • eBook Packages: Springer Book Archive

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