Changes of times, stochastic integrals, and weak martingales. (English) Zbl 0213.19304


60G48 Generalizations of martingales
60H05 Stochastic integrals
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[1] Dambis, K.E.: On the decomposition of continuous submartingales. Theor. Probab. Appl. 10, 438-448 (1965). · Zbl 0141.15102 · doi:10.1137/1110048
[2] Doob, J.L.: Stochastic processes. New York: Wiley 1953. · Zbl 0053.26802
[3] Dade, C.D., Meyer, P.A.: Int?grales stochastiques par rapport aux martingales localles, Universit? de Strasbourg, Lecture notes in Mathematics, vol. 124. Berlin-Heidelberg-New York: Springer 1970. · Zbl 0211.21901
[4] Kazamaki, N.: Some properties of martingale integrals. Ann. Inst. Henri Poincar? (to appear).
[5] Meyer, P.A.: Probabilit?s et potentiel. Paris: Hermann 1966. · Zbl 0138.10402
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