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Un theoreme de representation des martingales pour les ensembles regeneratifs

  • Première Partie: EXPOSES 1974/1975
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Séminaire de Probabilités X Université de Strasbourg

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 511))

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Bibliographie

  1. CHOU C.S., MEYER P.A.: Sur la représentation des martingales comme intégrales stochastiques dans les processus ponctuels. Sém. Strasbourg IX, Lect. Notes 465, 1975, Springer.

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  2. DELLACHERIE C.: Un exemple de la théorie générale des processus. Sém. Strasbourg IV, Lect. Notes 124, 1970, Springer.

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  3. JACOD J.: Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. Z. Wahr. 31, pp 235–253, 1975.

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  4. JACOD J.: Un théorème de représentation pour les martingales discontinue. A paraître au Z. Wahr.

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  5. JACOD J., MEMIN J.: Caractéristiques locales et conditions de continuité absolue pour les semi-martingales. A paraître.

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  6. MAISONNEUVE B.: Ensembles régénératifs, temps locaux et subordinateurs. Sém. Strasbourg V, Lect. Notes 191, 1971, Springer.

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  7. MEYER P. A.: Ensembles régénératifs d'après Hoffman-Jørgensen. Sém. Strasbourg IV, Lect. Notes 124, 1970, Springer.

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  8. SKOROKHOD A. V.: Studies in the theory of random processes. 1965, Addison-Wesley.

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Author information

Authors and Affiliations

  1. I.R.I.S.A. (Laboratoire associé no 227, Rennes, France

    J. Jacod & J. Memin

  2. Université de Rennes, Rennes, France

    J. Jacod & J. Memin

Authors
  1. J. Jacod
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  2. J. Memin
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P. A. Meyer

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© 1976 Springer-Verlag

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Jacod, J., Memin, J. (1976). Un theoreme de representation des martingales pour les ensembles regeneratifs. In: Meyer, P.A. (eds) Séminaire de Probabilités X Université de Strasbourg. Lecture Notes in Mathematics, vol 511. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101094

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  • DOI: https://doi.org/10.1007/BFb0101094

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07681-0

  • Online ISBN: 978-3-540-38197-6

  • eBook Packages: Springer Book Archive

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