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Application d'un Lemme de T. Jeulin au grossissement de la filtration brownienne

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Séminaire de Probabilités XIV 1978/79

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 784))

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References

  1. C.Dellacherie: Capacités et processus stochastiques. Springer-Verlag (1972)

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  2. K.Ito: Extension of stochastic integrals. Proc. of Intern. Symp. SDE. Kyoto (1976), p.95–109.

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  3. T.Jeulin: Conditions nécessaires et suffisantes pour le grossissement d'une filtration (à paraître).

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  4. T.Jeulin et M.Yor: Inégalité de Hardy, semi-martingales et faux-amis. Sém. Proba. Strasbourg XIII, Lect. Notes in Maths. 721 Springer (1979).

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  5. P.A. Meyer: Probabilités et potentiel. Hermann, Paris (1966).

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  6. C.Stricker: Une caractérisation des quasi-martingales. Sém. Proba. Strasbourg IX, Lect. Notes in Maths 465, Springer (1975).

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Authors

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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Yor, M. (1980). Application d'un Lemme de T. Jeulin au grossissement de la filtration brownienne. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089484

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  • DOI: https://doi.org/10.1007/BFb0089484

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

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