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A propos de l'integrabilite uniforme des martingales exponentielles

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Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

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Reference

  1. Novikov, A.A.: On an identity for stochastic integrals. Theor. Probability Appl. 17, 717–720 (1972).

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  2. Novikov, A.A.: On discontinuous martingales. Theor. Probability Appl. 20, 11–26 (1975).

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  3. Kazamaki, N.: On a problem of Girsanov. Tohoku Math. Journal, 29, 4, 597–600 (1977).

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  4. Lépingle, D., Mémin, J.: Sur l'intégrabilité uniforme des martingales exponentielles. Z.W. 42, 175–203 (1978).

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  5. Lépingle, D., Mémin, J.: Intégrabilité uniforme et dans Lr des martingales exponentielles. Sém. Prob. de Rennes (1978).

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  6. Yan, J.-A.: Critères d'intégrabilité uniforme des martingales exponentielles. Acta Math. Sinica 23, 2, 311–318 (1980).

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  7. Yan, J.-A.: Intégrabilité uniforme et dans Lr des martingales exponentielles. Annal. Math. Sinica (1981).

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academia Sinica, Beijing, China

    J.-A. Yan

  2. Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, 6900, Heidelberg, Federal Republic of Germany

    J.-A. Yan

Authors
  1. J.-A. Yan
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Yan, JA. (1982). A propos de l'integrabilite uniforme des martingales exponentielles. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092796

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  • DOI: https://doi.org/10.1007/BFb0092796

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

  • eBook Packages: Springer Book Archive

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