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Mertens, Jean-Francois

Théorie des processus stochastiques généraux; applications aux surmartingales. (French) Zbl 0236.60033

Z. Wahrscheinlichkeitstheor. Verw. Geb. 22, 45-68 (1972).
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Cited in 4 Reviews
Cited in 58 Documents

MSC:

60G05 Foundations of stochastic processes
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References:

[1] Chow, Y. S., Convergence theorems of Martingales, Z. Wahrscheinlichkeitstheorie verw. Geb., 1, 340-346 (1963) · Zbl 0126.14101
[2] Chow, Y. S., On the expected value of a stopped submartingale, Ann. math. Statistics, 38, 608-609 (1967) · Zbl 0166.14404
[3] Chow, Y. S.; Robbins, H. E., On values associated with a stochastic sequence, Proc. Fifth Berkeley Sympos. math. Statist. Probab., 1, 417-440 (1967) · Zbl 0255.60032
[4] Doob, J. L., Stochastic processes (1953), New York: Wiley, New York · Zbl 0053.26802
[5] Grodal, B., Mertens, J.F.: Integral representation of utility functions. CORE Disc. Paper 6823, Louvain (1968).
[6] Hunt, G. A., Martingales et processus de Markov (1966), Paris: Dunod, Paris · Zbl 0158.35802
[7] Johnson, G.; Helms, L. L., Class (D) supermartingales, Bull. Amer. math. Soc., 69, 59-62 (1963) · Zbl 0133.40402
[8] Krickeberg, K., Convergence of Martingales with a directed index set, Trans. Amer. math. Soc., 83, 313-337 (1956) · Zbl 0083.27501
[9] de La-Vallée-Poussin, Ch., Sur l’intégrale de Lebesgue, Trans. Amer. math. Soc., 16, 435-502 (1915) · JFM 45.0441.06
[10] Mertens, J. F., Sur la théorie des processus stochastiques, C. r. Acad. Sci., Paris, Sér. A, 268, 495-496 (1969) · Zbl 0183.46301
[11] Mertens, J. F., Sur la théorie des martingales, C. r. Acad. Sci., Paris, Sér. A, 268, 552-554 (1969) · Zbl 0183.46302
[12] Mertens, J. F., Sur la construction de variables arrÊtées d’espérance infinie, C. r. Acad. Sci. Paris, Sér. A, 269, 926-927 (1969) · Zbl 0211.20903
[13] Meyer, P. A., «Guide détaillé de la théorie <générale> des processus» dans «Séminaire de probabilités II», Lecture notes in mathematics 51, 140-165 (1967), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0189.51403
[14] Meyer, P. A., Probabilités et potentiel (1966), Paris: Hermann, Paris · Zbl 0138.10402
[15] Meyer, P. A., «Un résultat élémentaire sur les temps d’arrÊt», dans «Séminaire de Probabilités III», Lecture notes in mathematics 88, 152-154 (19671968), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[16] Meyer, P. A., Processus de Markov, Lecture notes in mathematics 26 (1967), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0189.51403
[17] Meyer, P. A., «Un lemme de théorie des martingales», dans «Séminaire de probabilités III», Lecture notes in mathematics 88, 143 (19671968), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[18] Neveu, J., Bases mathématiques du calcul des probabilités (1964), Paris: Masson, Paris · Zbl 0137.11203
[19] Snell, J. L., Applications of martingale system theorems, Trans. Amer. math. Soc., 73, 293-312 (1952) · Zbl 0048.11402
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