Martingales et dérivation

DOI10.24033/bsmf.1602zbMath0146.37601OpenAlexW2585917556MaRDI QIDQ5524050

Chr. Pauc, Klaus Krickeberg

Publication date: 1963

Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=BSMF_1963__91__455_0

zbMATH Keywords

probability theory

Related Items (16)

Limits of directed projective systems of probability spaces ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5592660 �ber die Desintegration von abstrakten Massen] ⋮ The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma ⋮ My Encounters with Martingales ⋮ Unnamed Item ⋮ Some mathematics ⋮ My encounters with martingales ⋮ Projective limits of probability spaces ⋮ Limites projectives de mesures. Martingales. Applications ⋮ Martingales à valeurs vectorielles. Applications à la dérivation des mesures vectorielles ⋮ Martingale - perimetro ⋮ Differentiation along algebras ⋮ On the lifting property and disintegration of measures ⋮ Models from the nineteenth century used for visualizing optical phenomena and line geometry ⋮ Mappings, models, abstraction, and imaging: mathematical contributions to modern thinking circa 1900 ⋮ Orlicz spaces of finitely additive set functions, linear operators, and martingales

Cites Work

• Partial ordering in the theory of martingales
• Convergence theorems obtained from induced homomorphisms of a group algebra
• Stochastische Konvergenz von Seminartingalen
• Theory of Ward for cell functions. I: Wards theory in an abstract setting. II: Structure theorem for (finitely) additive pointwise Lipschitzian cell functions without Vitali hypothesis
• The theory of integration in a space of an infinite number of dimensions
• Abstrakte Integrale und fastperiodische Funktionen
• Additive set functions on groups
• Additive set functions and vector lattices
• The theory of \(L^p\)-spaces for finitely additive set functions
• A principle of Jessen and general Fubini theorems
• Full Individual and Class Differentiation Theorems In Their Relations To Halo and Vitali Properties
• Surface Area. (AM-35)
• Mean Convergence of Martingales
• Convergence of Martingales with a Directed Index Set
• Stochastische Derivierte
• Martingales in a σ-Finite Measure Space Indexed by Directed Sets
• On upper and lower limits in measure
• On the differentiability of multiple integrals
• On the representation of 𝜎-complete Boolean algebras
• Sur un théorème de Jessen
• Finitely Additive Measures
• Applications of Martingale System Theorems
• Ableitungsbasen, Prätopologie und starker Vitalischer Satz.
• Measure Extensions and the Martingale Convergence Theorem
• Semimartingales and Subharmonic Functions
• On a theorem of F. Riesz
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Martingales et dérivation