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Un critere previsible pour l'uniforme integrabilite des semimartingales exponentielles

  • Martingales, Integrales Stochastiques
  • Conference paper
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Séminaire de Probabilités XIII

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

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References

  1. C. DOLEANS-DADE: Quelques applications de la formule de changement de variable pour les semimartingales. Z.Wahr. 6 (1970).

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  2. B. GRIGELIONIS: Random Point processes and martingales. Litovski mathem. sb. XV, 3 (1975).

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  3. B. GRIGELIONIS: On representation of random measures as stochastic in tégral with Poisson measure. Litovski mathem. sb. XI, (1971).

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  4. J. JACOD: Multivariate point processes: predictable projection, Radon-Nikodym dérivatives, representation of martingales. Z. Wahr. 3 Z. Wahr. 3 (1975).

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  5. J. JACOD et J. MEMIN: Caractéristiques locales et conditions de continuité absolue pour les semimartingales. Z. Wahr. 35 (1976).

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  6. Y. KABANOV, R. LIPTZER et A. SHIRYAYEV: Continuité absolue et si singularité des probabilités localement absolument continues (à paraître).

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  7. D. LEPINGLE, J. MEMIN: Sur l'intégrabilité uniforme des martingales exponentielles. Z. Wahr. 42 (1978).

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  8. J. MEMIN: Décompositions multiplicatives de semimartingales exponentielles et application. Sem. de Prob. XII, Lect. Notes in Maths. 649, Springer Verlag.

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  9. P.A. MEYER: Un cours sur les intégrales stochastiques. Sem. de Proba. X Lect. Notes in Maths. 511, Springer-Verlag.

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Authors
  1. J. Memin
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  2. A. N. Shiryayev
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Editor information

C. Dellacherie P. A. Meyer M. Weil

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© 1979 Springer-Verlag

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Memin, J., Shiryayev, A.N. (1979). Un critere previsible pour l'uniforme integrabilite des semimartingales exponentielles. 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/BFb0070858

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  • DOI: https://doi.org/10.1007/BFb0070858

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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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