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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. Séminaire de Probabilités VI. Lecture Notes in Math.258, 101–103. Berlin-Heidelberg-New York: Springer 1972
[2] Meyer, P.A.: Un cours sur les intégrales stochastiques. Séminaire de Probabilités X. Lecture Notes in Math.511, 246–400. Berlin-Heidelberg-New York: Springer 1976
[3] Meyer, P.A.: Martingales and stochastic integrals. Lecture Notes in Math.284. Berlin-Heidelberg-New York: Springer 1972 · Zbl 0239.60001
[4] Rao, K.M.: Quasimartingales. Math. Scand.24, 79–92 (1969)
[5] Stricker, C.: Une caractérisation des quasimartingales. Séminaire de Probabilités IX. Lecture Notes in Math.465, 420–424. Berlin-Heidelberg-New York: Springer 1975
[6] Yrp, C.: Décomposition des martingales locales et formules exponentielles. Séminaire des Probabilités X. Lecture Notes in Math.511, 432–480. Berlin-Heidelberg-New York: Springer 1976
[7] Doléans-Dade, C.: On the existence and unicity of solutions of stochastic integral equations. Z. Wahrscheinlichkeitstheorie verw. Gebiete36, 93–102 (1976) · Zbl 0343.60038
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