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Les filtrations de certaines martingales du mouvement brownien dans Rn. II

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Séminaire de Probabilités XV 1979/80

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 850))

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References

  1. Davis, M.H.A. et Varaiya, P. The multiplicity of an increasing family of σ-fields. Ann. Proba.2, 958–963, 1974.

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  2. Gaveau, B. Intégrale stochastique radonifiante. C.R.A.S. Paris, 276, 617–620, 1973.

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  3. Getoor, R.K. et Sharpe, M. Conformal martingales. Invent. Math. 16, 271–308, 1972.

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  4. Lane, D. On the fields of some brownien martingales. Ann. Proba. 6, 499–508, 1978.

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  5. Schwartz, L. Applications radonifiantes. Séminaire de l'Ecole Polytechnique, 1969–1970.

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  6. Yor, M. Les filtrations de certaines martingales du mouvement brownien dans Rn. Sém. Proba. XIII, Lect. Notes in Math. 721, Springer 1979.

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Authors
  1. J. Auerhan
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  2. D. Lepingle
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Jacques Azéma Marc Yor

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© 1981 Springer-Verlag

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Auerhan, J., Lepingle, D. (1981). Les filtrations de certaines martingales du mouvement brownien dans Rn. II. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XV 1979/80. Lecture Notes in Mathematics, vol 850. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088401

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  • DOI: https://doi.org/10.1007/BFb0088401

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10689-0

  • Online ISBN: 978-3-540-38610-0

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