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Méthodes de martingales et théorie des flots. (French) Zbl 0205.44501


MSC:

60G44 Martingales with continuous parameter
37C10 Dynamics induced by flows and semiflows
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[1] Cartier, P.: Analyse spectrale et théorème de prédiction statistique de Wiener. Séminaire Bourbaki, 13e année, 1960/61, exposé nℴ 218.
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[5] Doléans-Dade, C.; Meyer, P. A., Intégrales stochastiques par rapport aux martingales locales. Séminaire de Probabilités IV, Université de Strasbourg, Lecture Notes in Mathematics (1970), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0211.21901
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[9] Maruyama, G., Transformation of flows, J. math. Soc. Japan, 18, 290-302 (1966)
[10] Meyer, P. A., Guide détaillé de la théorie générale des processus. Séminaire de Probabilités II, Université de Strasbourg, Lecture Notes in Mathematics, vol.51 (1968), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[11] Meyer, P. A., Probabilités et Potentiel (1966), Paris: Paris, Boston: Hermann, Paris: Paris, Boston: Blaisdell, Paris: Paris, Boston: Hermann, Paris: Paris, Boston · Zbl 0138.10402
[12] Meyer, P. A., Intégrales stochastiques I. Séminaire de Probabilités I, Université de Strasbourg, Lecture Notes in Mathematics, vol. 39 (1967), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[13] Motoo, M.; Watanabe, S., On a class of additive functionals of Markov processes, J. Math. Kyoto Univ., 4, 429-469 (1965) · Zbl 0137.11703
[14] Totoki, H., Time changes of flows, Mem. Fac. Sci. KyŪushŪ Univ., Ser. A, 20, 27-55 (1966) · Zbl 0185.39103
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