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Quelques remarques sur la topologie des semimartingales. Applications aux intĂ©grales stochastiques. (French) Zbl 0456.60055

Seminaire de probabilites XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 499-522 (1981).

MSC:

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