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Temps d'arret riches et applications

  • N. Falkner
  • C. Stricker
  • M. Yor
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 920)

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References

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    M. BARLOW: On Brownian Local Time. Sém. Probas XV. Lect. Notes in Maths 850. Springer (1981).Google Scholar
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    N. BOULEAU, M. YOR: Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R.A.S. Paris, t. 292 (2 Mars 1981), 491–494.MathSciNetzbMATHGoogle Scholar
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    C. DELLACHERIE, C. STRICKER: Changements de temps et intégrales stochastiques. Sém. Probas XI, Lect. Notes in Maths 581, Springer (1977).Google Scholar
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    N. FALKNER: Construction of stopping times T such that \(\mathcal{F}_T = \sigma (x_T )\) mod. P. Measure Theory, Oberwolfach 1979. Lect. Notes in Maths. 794, p. 412–423. Springer (1980).MathSciNetCrossRefGoogle Scholar
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    J.B. WALSH: A non reversible semi-martingale. Dans ce volume.Google Scholar
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    P.A. MEYER, J.A. YAN: Génération d'une famille de tribus par un processus croissant. Sém. Probas IX, Lect. Notes in Maths 465, Springer (1975).Google Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • N. Falkner
    • 1
  • C. Stricker
    • 2
  • M. Yor
    • 3
  1. 1.Dpt. of MathematicsOhio State University
  2. 2.Inst. Recherche Math. AvancéeStrasbourg
  3. 3.Laboratoire de Calcul des ProbabilitésParis

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