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Quasimartingales, martingales locales, semimartingales et filtration naturelle. (French) Zbl 0362.60069


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[1] Kazamaki, N., Krickeberg’s decomposition for local martingales, Lecture Notes in Math.258, 101-103 (1972), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0231.60035
[2] Meyer, P. A., Un cours sur les intégrales stochastiques, Lecture Notes in Math.511, 246-400 (1976), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0374.60070
[3] Meyer, P. A., Martingales and stochastic integrals, Lecture Notes in Math.284 (1972), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0239.60001
[4] Rao, K. M., Quasimartingales, Math. Scand., 24, 79-92 (1969) · Zbl 0193.45502
[5] Stricker, C., Une caractérisation des quasimartingales, Lecture Notes in Math.465, 420-424 (1975), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0321.60042
[6] Y∄urp, C., Décomposition des martingales locales et formules exponentielles, Lecture Notes in Math.511, 432-480 (1976), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0346.60033
[7] Doléans-Dade, C., On the existence and unicity of solutions of stochastic integral equations, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 36, 93-102 (1976) · Zbl 0343.60038
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