Skip to main content
SpringerLink
Log in

Grossissement gaussien de la filtration Brownienne

  • Chapitre II: Grossissement Initial D'une Filtration
  • Conference paper
  • First Online:
Grossissements de filtrations: exemples et applications

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1118))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 46.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. CHALEYAT-MAUREL M., JEULIN T.: Grossissement gaussien de la filtration brownienne. CRAS, Paris.

    Google Scholar 

  2. CHALEYAT-MAUREL M., YOR M.: Grossissement gaussien de la filtration brownienne (Laboratoire de Calcul des Probabilités, Université P. et M. Curie, Mars 1981).

    Google Scholar 

  3. DELLACHERIE C.: Capacités et processus stochastiques (Springer, 1972)

    Google Scholar 

  4. DYM H., Mc KEAN H.P.: Gaussian Processes, Function Theory and the inverse spectral problem (Academic Press, 1976).

    Google Scholar 

  5. ITO K.: Extension of stochastic integrals. Proc. of Intern. Symp. SDE, Kyoto (1976) (95–109).

    Google Scholar 

  6. JEULIN T., ROR M.: Inégalités de Hardy, semi-martingales et faux amis. (Séminaire de Probabilités XIII, L.N. in Math. 721, 332–359, 1979).

    Article  Google Scholar 

  7. JEULIN T.: Semi-martingales et grossissement d'une filtration. (L.N. in Math. 833, 1980).

    Google Scholar 

  8. SHEPP L.A.: Radon-Nikodym derivatives of Gaussian measures (Ann. Math. Stat. 37, (1966), 321–354).

    Article  MathSciNet  MATH  Google Scholar 

  9. TITCHMARSH E.C.: Theory of Functions, 2nd edition (Oxford, 1939).

    Google Scholar 

  10. YOR M.: Application d'un lemme de Jeulin au grossissement de la filtration brownienne (Séminaire de Probabilités XIV, L.N. in Math. 784, 189–199, 1980).

    Article  MathSciNet  MATH  Google Scholar 

Download references

Authors
  1. Mireille Chaleyat-Maurel
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Thierry Jeulin
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Th. Jeulin M. Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1985 Springer-Verlag

About this paper

Cite this paper

Chaleyat-Maurel, M., Jeulin, T. (1985). Grossissement gaussien de la filtration Brownienne. In: Jeulin, T., Yor, M. (eds) Grossissements de filtrations: exemples et applications. Lecture Notes in Mathematics, vol 1118. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075771

Download citation

  • DOI: https://doi.org/10.1007/BFb0075771

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15210-1

  • Online ISBN: 978-3-540-39339-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation