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Arret de certaines suites multiples de variables aleatoires independantes

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

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Bibliographie

  1. Burkholder, D.L., Successive conditional expectations of an integrable function. Ann. Math. Statist. 33, 887–893 (1962).

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  2. Cairoli, R. et Walsh, J.B., Régions d'arrêt, localisations et prolongements de martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete 44, 279–306 (1978).

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  3. Davis, B., Stopping rules for Sn/n and the class L log L. Z. Wahrscheinlichkeitstheorie verw. Gebiete 17, 147–150 (1971).

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  4. Gabriel, J.P., Martingales with a countable filtering index set. Ann. Probability 5, 888–898 (1977).

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  6. Smythe, R.T., Strong laws of large numbers for r-dimensional arrays of random variables. Ann. Probability 1, 164–170 (1973).

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  8. Walsh, J.B. Martingales with a multidimensional parameter and stochastic integrals in the plane. Cours 3e cycle Univ. Paris VI.

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C. Dellacherie P. A. Meyer M. Weil

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© 1979 Springer-Verlag

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Cairoli, R., Gabriel, J.P. (1979). Arret de certaines suites multiples de variables aleatoires independantes. 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/BFb0070860

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  • DOI: https://doi.org/10.1007/BFb0070860

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09505-7

  • Online ISBN: 978-3-540-35189-4

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