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Théorie des processus stochastiques généraux; applications aux surmartingales. (French) Zbl 0236.60033


MSC:

60G05 Foundations of stochastic processes
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[1] Chow,Y.S.: Convergence theorems of Martingales. Z. Wahrscheinlichkeitstheorie verw. Geb. 1, 340-346 (1963). · Zbl 0126.14101
[2] ?: On the expected value of a stopped submartingale. Ann. math. Statistics 38, 608-609 (1967). · Zbl 0166.14404
[3] ?, Robbins, H.E.: On values associated with a stochastic sequence. Proc. Fifth Berkeley Sympos. math. Statist. Probab. 1, 417-440 (1967).
[4] Doob, J.L.: Stochastic processes. New York: Wiley 1953. · Zbl 0053.26802
[5] Grodal, B., Mertens, J.F.: Integral representation of utility functions. CORE Disc. Paper 6823, Louvain (1968).
[6] Hunt, G.A.: Martingales et processus de Markov. Paris: Dunod 1966. · Zbl 0158.35802
[7] Johnson, G., Helms, L.L.: Class (D) supermartingales. Bull. Amer. math. Soc. 69, 59-62 (1963). · Zbl 0133.40402
[8] Krickeberg, K.: Convergence of Martingales with a directed index set. Trans. Amer. math. Soc. 83, 313-337 (1956). · Zbl 0083.27501
[9] de La-Vall?e-Poussin, Ch.: Sur l’int?grale de Lebesgue. Trans. Amer. math. Soc. 16, 435-502 (1915). · JFM 45.0441.06
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[11] ?: Sur la th?orie des martingales. C. r. Acad. Sci., Paris, S?r. A 268, 552-554 (1969). · Zbl 0183.46302
[12] ?: Sur la construction de variables arr?t?es d’esp?rance infinie. C. r. Acad. Sci. Paris, S?r. A 269, 926-927 (1969). · Zbl 0211.20903
[13] Meyer, P.A.: ?Guide d?taill? de la th?orie <g?n?rale> des processus? dans ?S?minaire de probabilit?s II?, p. 140-165; Lecture notes in mathematics 51, Berlin-Heidelberg-New York: Springer 1967.
[14] ?: Probabilit?s et potentiel. Paris: Hermann 1966. · Zbl 0138.10402
[15] ?: ?Un r?sultat ?l?mentaire sur les temps d’arr?t?, dans ?S?minaire de Probabilit?s III?, p. 152-154; Lecture notes in mathematics 88. Berlin-Heidelberg-New York: Springer 1967/1968.
[16] ?: Processus de Markov; Lecture notes in mathematics 26. Berlin-Heidelberg-New York: Springer 1967.
[17] ?: ?Un lemme de th?orie des martingales?, dans ?S?minaire de probabilit?s III?, p. 143; Lecture notes in mathematics 88. Berlin-Heidelberg-New York: Springer 1967/1968.
[18] Neveu, J.: Bases math?matiques du calcul des probabilit?s. Paris: Masson 1964. · Zbl 0137.11203
[19] Snell, J.L.: Applications of martingale system theorems. Trans. Amer. math. Soc. 73, 293-312 (1952). · Zbl 0048.11402
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