STOCHASTIC INTEGRATION AND LP-THEORY OF SEMI-MARTINGALES

被引:116
作者
BICHTELER, K
机构
关键词
D O I
10.1214/aop/1176994509
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:49 / 89
页数:41
相关论文
共 58 条
[1]  
BICHTELER K, UNPUBLISHED
[2]  
BICHTELER K, 1975, INTEGRATION THEORY L, V315
[3]  
BLUMENTHAL R, 1968, MARKOFF PROCESSES PO
[4]  
BURKHOLDER D, 1972, 6TH P BERK S PROB, V2, P223
[5]  
BURKHOLDER DL, 1966, ANN MATH STATIST, V37, P1495
[6]  
BURKHOLDER DL, UNPUBLISHED
[7]   ON INTERGRABILITY OF MARTINGALE SQUARE FUNCTION [J].
DAVIS, B .
ISRAEL JOURNAL OF MATHEMATICS, 1970, 8 (02) :187-&
[8]  
DELLACHERIE C, 1978, LECT NOTES MATH, V649
[9]  
DELLACHERIE C, 1972, CAPACITES PROCESSUS
[10]  
DELLACHERIE C, 1978, SEM PROBABILITY, V12, P742