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Les filtrations de certaines martingales du mouvement brownien dans ℝn

  • 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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Références

  1. D. LANE: "On the fields of some Brownian martingales". Annals of Proba. (à paraître).

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  2. T. YAMADA: "Sur une construction des solutions d'équations différentielles stochastiques dans le cas non lipschitzien" Sém. Probas XII. Lect. Notes in Maths 649, Springer (1978).

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  3. M. YOR: "Sur les théories du filtrage et de la prédiction". Sém. Probas XI. Lect. Notes in Maths. 581, Springer (1977).

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  4. M. YOR: "Remarques sur la représentation des martingales comme intégrales stochastiques". Sém. Probas XI. Lect. Notes in Math. 581, Springer (1977).

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Author information

Authors and Affiliations

  1. Membre du Laboratoire associé au C.N.R.S., no 224 "Processus Stochastiques et Applications", Tour 56, 4, Place Jussieu, 75230, Paris Cedex 05

    Marc Yor

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  1. Marc Yor
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C. Dellacherie P. A. Meyer M. Weil

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© 1979 Springer-Verlag

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Yor, M. (1979). Les filtrations de certaines martingales du mouvement brownien dans ℝn . 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/BFb0070881

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  • DOI: https://doi.org/10.1007/BFb0070881

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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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