Variation conditionelle des processus stochastiques. (Conditional variation of random processes)

zbMath0647.60053MaRDI QIDQ1104635

Christophe Stricker

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_295_0

zbMATH Keywords

Dirichlet processsemimartingalelocal martingaleprequasimartingale

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48) General theory of stochastic processes (60G07)

Related Items (5)

Path and semimartingale properties of chaos processes ⋮ Nondifferentiable functions of one-dimensional semimartingales ⋮ Remarks on Föllmer's pathwise Itô calculus ⋮ Change of variable formulas for non-anticipative functionals on path space ⋮ Examples of Itô càdlàg rough paths

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