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Quelques applications de la formule de changement de variables pour les semi-martingales. (French) Zbl 0194.49104


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[1] Doléans-Dade, C., Meyer, P.A.: Intégrales stochastiques par rapport aux martingales locales. Séminaire de Probabilités IV, Université de Strasbourg. Lecture Notes in Mathematics. Berlin-Heidelberg-New York: Springer (à paraÎtre). · Zbl 0211.21901
[2] Doob, J.L.: Stochastic processes. New York: J. Wiley and Sons 1953. · Zbl 0053.26802
[3] Ito, K., Watanabe, S.: Transformation of Markov processes by additive functionals. Ann. Inst. Fourier 15, 13-30(1965). · Zbl 0141.15103
[4] Kunita, H., Watanabe, S.: On square integrable martingales. Nagoya math. J. 30, 209-246 (1967). · Zbl 0167.46602
[5] Maisonneuve, B.: Quelques martingales remarquables associées à une martingale continue. Ann. Inst. Henri Poincaré (à paraÎtre).
[6] Meyer, P. A.: Probabilités et Potentiel. Paris: Hermann 1966. · Zbl 0138.10402
[7] ?: On the multiplicative decomposition of positive supermartingales. Markov processes and potentiel theory, p. 103-116, ed. by J. Chover. New York-London: J. Wiley and Sons 1967.
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