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Processus Aléatoires à Deux Indices: Colloque E.N.S.T. - C.N.E.T., Paris 1980

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Author(s): P. A. Meyer (auth.), Hayri Korezlioglu, Gerald Mazziotto, Jacques Szpirglas (eds.)
Series: Lecture Notes in Mathematics 863
Edition: 1st
Publisher: Springer Berlin Heidelberg
Year: 1981

Language: French-English
Pages: 274p.
City: Berlin; New York


Content:
Front Matter....Pages -
Theorie elementaire des processus a deux indices....Pages 1-39
Limites "quadrantales" des martingales....Pages 40-49
Convergence and regularity of strong submartingales....Pages 50-58
Discontinuites des processus croissants et martingales a variation integrable....Pages 59-83
Sur les discontinuites d'un processus cad-lag a deux indices....Pages 84-90
Regularite des martingales a deux indices et inegalites de normes....Pages 91-121
Inegalites de Burkholder pour martingales indexees par ℕ × ℕ....Pages 122-127
Martingales a variation independante du chemin....Pages 128-148
Some remarks on integration with respect to weak martingales....Pages 149-161
On the decomposition and integration of two-parameter stochastic processes....Pages 162-171
Optional increasing paths....Pages 172-201
The conditional independence property in filtrations associated to stopping lines....Pages 202-210
Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double....Pages 211-232
Stochastic calculus for a two parameter jump process....Pages 233-244
Une propriete markovienne et diffusions associees....Pages 245-274