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La mesure de H. Föllmer en théorie des surmartingales. (The measure of H. Föllmer in the theory of supermartingales). (French) Zbl 0231.60034

Sem. Probab. 6, Univ. Strasbourg 1970-71, Lect. Notes Math. 258, 118-129 (1972).

MSC:

60G44 Martingales with continuous parameter
60G48 Generalizations of martingales
Full Text: Numdam EuDML