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Temps d'arret riches et applications

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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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References

  1. M. BARLOW: On Brownian Local Time. Sém. Probas XV. Lect. Notes in Maths 850. Springer (1981).

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  2. 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.

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  3. C. DELLACHERIE, C. STRICKER: Changements de temps et intégrales stochastiques. Sém. Probas XI, Lect. Notes in Maths 581, Springer (1977).

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  4. 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).

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  5. J.B. WALSH: A non reversible semi-martingale. Dans ce volume.

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  6. A.T. WANG: Quadratic variation of functionals of Brownian motion. Ann. Probability 5, 1977, 756–769.

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  7. 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).

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Author information

Authors and Affiliations

  1. Dpt. of Mathematics, Ohio State University, 231, West 18th Avenue Columbus, 43210, Ohio

    N. Falkner

  2. Inst. Recherche Math. Avancée, rue du Général Zimmer, 67084, Strasbourg

    C. Stricker

  3. Laboratoire de Calcul des Probabilités, 4, place Jussieu, (75230), Paris

    M. Yor

Authors
  1. N. Falkner
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  2. C. Stricker
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  3. M. Yor
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Editor information

Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Falkner, N., Stricker, C., Yor, M. (1982). Temps d'arret riches et applications. 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/BFb0092784

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  • DOI: https://doi.org/10.1007/BFb0092784

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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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