Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues. (An application of the calculus of up- and down-crossing numbers to functions of continuous local martingales)

Publication date: 1988

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_2_201_0

zbMATH Keywords

Radon measure difference of two convex functions semimartingale local, continuous martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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