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Sur la convergence des semimartingales vers un processus a accroissements independants

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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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Bibliographie

  1. T. BROWN: A martingale approach to the Poisson convergence of simple point processes. Ann. Probab. 6, 615–628, 1978.

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  2. J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes in Math. 714, Springer, 1979.

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  3. J. JACOD, J. MEMIN: Un nouveau critère de compacité relative pour une suite de processus. A paraitre aux Sém. de Proba. De Rennes, 1979.

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  4. I. KABANOV, R. LIPTZER, A. SHIRIAYEV: Some limit theorems for simple point processes (martingale approach). Preprint, 1979.

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  5. E. LENGLART: Relations de domination entre deux processus. Ann. Inst. H. Poincaré (B) XIII, 171–179, 1977.

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  6. D. LEPINGLE, J. MEMIN: Sur l'intégrabilité uniforme des martingales exponentielles. Z. für Wahr. 42, 175–203, 1978.

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  7. P.A. MEYER: Un cours sur les intégrales stochastiques. Sém. Proba. X, Lact. Notes Math 511, Springer, 1976.

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Authors
  1. J. Jacod
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  2. J. Memin
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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Jacod, J., Memin, J. (1980). Sur la convergence des semimartingales vers un processus a accroissements independants. 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/BFb0089490

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  • DOI: https://doi.org/10.1007/BFb0089490

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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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