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Jeulin, T.; Yor, M.

Inégalité de Hardy, semimartingales, et faux-amis. (French) Zbl 0419.60049

Seminaire de probabilites XIII, Univ. Strasbourg 1977/78, Lect. Notes Math. 721, 332-359 (1979).
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Cited in 1 Review
Cited in 22 Documents

MSC:

60G44 Martingales with continuous parameter
60J65 Brownian motion
60G48 Generalizations of martingales

Keywords:

martingale; filtration; predictable process; Brownian motion

Citations:

Zbl 0398.00013; Zbl 0411.60045
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