UID:
edocfu_9959185591702883
Format:
1 online resource (VI, 282 p.)
Edition:
1st ed. 1981.
Edition:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-38718-8
Series Statement:
Lecture Notes in Mathematics, 863
Note:
Bibliographic Level Mode of Issuance: Monograph
,
Theorie elementaire des processus a deux indices -- Limites "quadrantales" des martingales -- Convergence and regularity of strong submartingales -- Discontinuites des processus croissants et martingales a variation integrable -- Sur les discontinuites d'un processus cad-lag a deux indices -- Regularite des martingales a deux indices et inegalites de normes -- Inegalites de Burkholder pour martingales indexees par ? × ? -- Martingales a variation independante du chemin -- Some remarks on integration with respect to weak martingales -- On the decomposition and integration of two-parameter stochastic processes -- Optional increasing paths -- The conditional independence property in filtrations associated to stopping lines -- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double -- Stochastic calculus for a two parameter jump process -- Une propriete markovienne et diffusions associees.
,
English
In:
Springer eBooks
Additional Edition:
ISBN 3-540-10832-7
Language:
French
URL:
http://dx.doi.org/10.1007/BFb0091089
