La variation d'ordre p des semi-martingales

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

Volumn 36, Issue 4, 1976, Pages 295-316

  Lepingle, D ^a  

^a UNIVERSITÉ D'ORLÉANS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008597890     PISSN: 00443719     EISSN: 14322064     Source Type: Journal    
DOI: 10.1007/BF00532696     Document Type: Article

References (21)

1. Some theorems on stable processes
2. Sample functions of stochastic processes with stationary independent increments
3. P-variation de fonctions aléatoires. Sém. Proba. VI
4. Maximal inequalities as necessary conditions for almost everywhere convergence
5. Distribution function inequalities for martingales
6. Integral inequalities for convex functions of operators on martingales
7. A limit theorem for a function of the increments of a decomposable process
8. Construction du processus croissant naturel associé à un potentiel de la classe (D)
9. Variation quadratique des martingales continues à droite
10. Intégrales stochastiques par rapport aux martingales locales. Sém. Proba. IV
11. Path properties of processes with independent and interchangeable increments
12. Sur la variation d'ordre p des martingales locales
13. Quelques inégalités concernant les martingales
14. Le dual de H1 est BMO (cas continu). Sém. Proba. VII
15. Path behavior of processes with stationary independent increments
16. Stochastic integrals and processes with stationary independent increments
17. On the γ-variation of processes with stationary independent increments
18. On embedding right continuous martingales in Brownian motion
19. Almost sure convergence of the quadratic variation of martingales: a counter example