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Les inégalités des sous-martingales, comme consequences de la rélation de domination. (French) Zbl 0437.60038


MSC:

60G48 Generalizations of martingales
60G44 Martingales with continuous parameter
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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References:

[1] Azema J., Une solution simple au probleme de Skorokhod. Seminaire de Probabilites XIII, Lecture Notes in Maths (1979) · Zbl 0414.60055
[2] DOI: 10.1016/0022-1236(75)90013-0 · Zbl 0294.31005
[3] DOI: 10.1007/BF02394573 · Zbl 0223.60021
[4] Lenglart E., Ann. Inst. Henri Poincare 13 pp 171– (1977)
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[7] Meyer P. A., Un cours sur les integrales stochastiques. Seminaire de Probabilites X, Lecture Notes in Maths 511 (1976) · Zbl 0374.60070
[8] Meyer P.A., Inegalites de normes pour les integrales stochastiques. Seminaire de Probabilites XII. Lecture Notes in Maths 649 (1978)
[9] Garsia A., Martingale inequalities. Seminar Notes on Recent Progress 649 (1973) · Zbl 0284.60046
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