Processus aléatoires à deux indices : colloque E.N.S.T.-C.N.E.T., Paris 1980 / édité par H. Korezlioglu, G. Mazziotto et J. Szpirglas.

Contributor(s): Korezlioglu, H. (Hayri) | Mazziotto, G. (Gerald) | Szpirglas, J. (Jacques) | Ecole nationale supérieure des télécommunications (France) | Centre national d'études des télécommunications (France)
Material type: TextTextLanguage: French, English Series: Lecture notes in mathematics (Springer-Verlag): 863.Publisher: Berlin ; New York : Springer-Verlag, 1981Description: 1 online resource (274 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9783540387183; 3540387188Subject(s): Stochastic processes | Processus stochastiques -- Congrès | Stochastic processes | Kongreß | Martingal | Stochastischer ProzessGenre/Form: Electronic books. | Paris (1980) Additional physical formats: Print version:: Processus aléatoires à deux indices.DDC classification: 519.23 LOC classification: QA3 | .L28 no. 863 | QA274Other classification: SI 850 Online resources: Click here to access online
Contents:
Theorie elementaire des processus a deux indices -- Limites "quadrantales" des martingales -- Convergence and regularity of strong submartingales -- Discontinuites des processus croissants et martingales a variation integrable -- Sur les discontinuites d'un processus cad-lag a deux indices -- Regularite des martingales a deux indices et inegalites de normes -- Inegalites de Burkholder pour martingales indexees par? ×? -- Martingales a variation independante du chemin -- Some remarks on integration with respect to weak martingales -- On the decomposition and integration of two-parameter stochastic processes -- Optional increasing paths -- The conditional independence property in filtrations associated to stopping lines -- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double -- Stochastic calculus for a two parameter jump process -- Une propriete markovienne et diffusions associees.
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Print version record.

Theorie elementaire des processus a deux indices -- Limites "quadrantales" des martingales -- Convergence and regularity of strong submartingales -- Discontinuites des processus croissants et martingales a variation integrable -- Sur les discontinuites d'un processus cad-lag a deux indices -- Regularite des martingales a deux indices et inegalites de normes -- Inegalites de Burkholder pour martingales indexees par? ×? -- Martingales a variation independante du chemin -- Some remarks on integration with respect to weak martingales -- On the decomposition and integration of two-parameter stochastic processes -- Optional increasing paths -- The conditional independence property in filtrations associated to stopping lines -- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double -- Stochastic calculus for a two parameter jump process -- Une propriete markovienne et diffusions associees.

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