Dellacherie, Claude; Meyer, Paul-Andre Probabilités et potentiel. Chapitres V à VIII: Théorie des martingales. Ed. ent. ref. (French) Zbl 0464.60001 Actualites scientifiques et industrielles, 1385. Publications de l’Institut de Mathematique de l’Universite de Strasbourg, XVII. Paris: Hermann. XVIII, 476 p. (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 14 ReviewsCited in 177 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 60G42 Martingales with discrete parameter 60G44 Martingales with continuous parameter 60H05 Stochastic integrals 60G48 Generalizations of martingales 60G07 General theory of stochastic processes Keywords:semimartingale; Burkholders inequalities; decomposition of supermartingales; Girsanov’s theorem for semimartingales Citations:Zbl 0138.104; Zbl 0323.60039 PDFBibTeX XML