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Une generalisation des semimaritingales : Les processus admettant un processus a accroissements independants tangent

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Séminaire de Probabilités XVIII 1982/83

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1059))

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Bibliographie

  1. C. DOLEANS-DADE: Existence du processus croissant naturel associé à un potentiel de la classe (D). Z. Wahr. 9, 309–314, 1968.

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  2. B. GRIGELIONIS, R. MIKULEVICIUS: On weak convergence of semimartingales. Lit. Math. Sb. XXI, 3, 9–24, 1981.

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  3. J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes 714, 1979

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  4. J. JACOD: Processus à accroissements indépendants: une condition nécessaire et suffisante de convergence. Z. Wahr. 63, 109–136, 1983.

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  5. J. JACOD, A. KŁOPOTOWSKI, J. MEMIN: Théorème de la limite centrale et convergence fonctionnelle vers un processus à accroissements indépendants, la méthode des martingales. Ann. IHP (B) XVIII, 1–45, 1982.

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  6. R. LIPTCER, A. SHIRYAEV: Théorème limite central fonctionnel pour les semimartingales. Th. Proba. Appl. XXV, 683–703, 1980.

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  7. P.A. MEYER: Probabilités et Potentiel. Hermann, 1966.

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Authors
  1. Jean Jacod
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J. Azéma M. Yor

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© 1984 Springer-Verlag

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Jacod, J. (1984). Une generalisation des semimaritingales : Les processus admettant un processus a accroissements independants tangent. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVIII 1982/83. Lecture Notes in Mathematics, vol 1059. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100035

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  • DOI: https://doi.org/10.1007/BFb0100035

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13332-2

  • Online ISBN: 978-3-540-38858-6

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