Une propriété des martingales pures
Azéma, Jacques ; Rainer, Catherine ; Yor, Marc
Séminaire de probabilités de Strasbourg, Tome 30 (1996), p. 243-254 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{SPS_1996__30__243_0,
     author = {Az\'ema, Jacques and Rainer, Catherine and Yor, Marc},
     title = {Une propri\'et\'e des martingales pures},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {30},
     year = {1996},
     pages = {243-254},
     mrnumber = {1459487},
     zbl = {0857.60076},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1996__30__243_0}
}

Azéma, Jacques; Rainer, Catherine; Yor, Marc. Une propriété des martingales pures. Séminaire de probabilités de Strasbourg, Tome 30 (1996) pp. 243-254. http://gdmltest.u-ga.fr/item/SPS_1996__30__243_0/

[AMY] Azéma J., Meyer P.A., Yor M. (1992): Martingales relatives, Sém. Prob. XXVI, LNM 1526, p.307-321. | Numdam | MR 1232000 | Zbl 0765.60037

[AR] Azéma J., Rainer C. (1994): Sur l'Equation de Structure "d[X, X]t = dt - X+t-dXt", Sém. Prob. XXVIII, LNM 1583, p.236-255. | Numdam | MR 1329116 | Zbl 0824.60047

[AY] Azéma J., Yor M. (1992): Sur les zéros des martingales continues, Sém. Prob. XXVI, LNM 1526, p.248-306. | Numdam | MR 1231999 | Zbl 0765.60038

[BPY] Barlow M.T., Pitman J.W., Yor M. (1980): On Walsh's Brownian Motion, Sém. Prob. XXIII, LNM 1372, p.275-293. | Numdam | MR 1022917 | Zbl 0747.60072

[Da] Dambis K.E. (1965): On the decomposition of continuous martingales, Theor.Prob.Appl. 10, p.401-410. | MR 202179 | Zbl 0141.15102

[DuS1] Dubins L., Schwarz G. (1965): On continuous martingales, Proc.Nat.Acad.Sci. USA 53, p.913-916. | MR 178499 | Zbl 0203.17504

[DuS2] Dubins L., Schwarz G. (1967): On extremal martingales distributions, Proc.Fifth Berkeley Symp. 2(1), p.295-297. | MR 216557 | Zbl 0233.60045

[EM] El Karoui N., Meyer P.A. (1977): Les changements de temps en théorie générale des processus, Sém. Prob. XI, LNM 581, p.65-78. | Numdam | MR 488246 | Zbl 0433.60036

[J] Jeulin T. (1980): Semimartingales et grossissement de filtration, LNM 833, Springer . | MR 604176 | Zbl 0444.60002

[LR] Lindvall T., Rogers L.C.G. (1986): Coupling of multidimensional diffusions by reflection, Ann. Prob. 14, p. 860-872. | MR 841588 | Zbl 0593.60076

[ReY] Revuz D., Yor M. (1991): Continuous Martingales and Brownian Motion, Grundlehren der math. Wiss. 293, Springer. | MR 1083357 | Zbl 0731.60002

[RoW] Rogers L.C.G., Williams D. (1987): Diffusions, Markov Processes and Martingales, vol.2, John Wiley and Sons. | MR 921238 | Zbl 0627.60001

[SY] Stroock D.W., Yor M. (1980): On extremal solutions of martingale problems, Ann. Scient. E.N.S., 4ème série, t.13, p.95-164. | Numdam | MR 584083 | Zbl 0447.60034

[Y] Yor M. (1979): Sur l'étude des martingales continues extrémales, Stochastics, vol.2.3. p.191-196 | MR 528910 | Zbl 0409.60043