Skip to main content

Fonctions convexes et semimartingales dans une variete

  • Conference paper
  • First Online:
Séminaire de Probabilités XVIII 1982/83

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

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. J.M. BISMUT. Mécanique aléatoire. Lecture Notes in Math. 866, Springer 1981.

    Google Scholar 

  2. R.W.R. DARLING. Martingales in manifolds — Definition, examples, and behaviour under maps. Séminaire de Probabilités XVI (Supplément: Géométrie Différentielle stochastique), Lecture Notes in Math. 921, Springer 1982.

    Google Scholar 

  3. C. DELLACHERIE et P.A. MEYER. Probabilités et Potentiel. Chapitres I à IV. Hermann, Paris, 1975.

    Google Scholar 

  4. C. DELLACHERIE et P.A. MEYER. Probabilités et Potentiel. Chapitres V à VIII: Théorie des martingales. Hermann, Paris 1980.

    Google Scholar 

  5. R.E. GREENE et H. WU. On the Subharmonicity and Plurisubharmonicity of Geodesically Convex Functions. Indiana University Math. Journal 22, 641–653, 1973.

    Article  MathSciNet  MATH  Google Scholar 

  6. S.W. HE, J.A. YAN et W.A. ZHENG. Sur la convergence de certaines semimartingales. Séminaire de Probabilités XVII, Springer (A paraître).

    Google Scholar 

  7. S. HELGASON. Differential Geometry and Symmetric spaces. Academic Press, New York, 1962.

    MATH  Google Scholar 

  8. J. JACOD. Calcul Stochastique et Problèmes de Martingales. Lecture Notes in Math. 714, Springer 1979.

    Google Scholar 

  9. S. KOBAYASHI and K. NOMIZU. Foundations of Differential Geometry. Volume 1. Interscience Publishers, New York 1963.

    Google Scholar 

  10. P.A.MEYER. Un cours sur les intégrales stochastiques. Séminaire de Probabilités X, Lecture Notes in Math. 511, Springer 1976.

    Google Scholar 

  11. P.A. MEYER. Géométrie stochastique sans larmes. Séminaire de Probabilités XV, Lecture Notes in Math. 850, Springer 1981.

    Google Scholar 

  12. P.A. MEYER et C. STRICKER. Sur les semimartingales au sens de L. Schwartz. Mathematical Analysis and Applications, Part B, Advances in Math. Supplementary Studies, Vol 7 B. Academic Press, New-York, 1981.

    Google Scholar 

  13. W.A. ZHENG. Semi-martingales in Predictable Random Open Sets. Séminaire de Probabilités XVI, Lecture Notes in Math 920, Springer 1982.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

J. Azéma M. Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1984 Springer-Verlag

About this paper

Cite this paper

Emery, M., Zheng, W.A. (1984). Fonctions convexes et semimartingales dans une variete. 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/BFb0100060

Download citation

  • DOI: https://doi.org/10.1007/BFb0100060

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13332-2

  • Online ISBN: 978-3-540-38858-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics