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A propos de la formule d’Azema-Yor. (French) Zbl 0415.60033

Seminaire de probabilites XIII, Univ. Strasbourg 1977/78, Lect. Notes Math. 721, 624-641 (1979).

MSC:

60G07 General theory of stochastic processes
60G48 Generalizations of martingales
60H05 Stochastic integrals
Full Text: Numdam EuDML