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Remarques sur l’i.s. de processus non bornes. (French) Zbl 0432.60071

Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 148-151 (1980).

MSC:

60H05 Stochastic integrals
60G44 Martingales with continuous parameter
60G48 Generalizations of martingales
Full Text: Numdam EuDML