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Séminaire de Probabilités 1967-1980

A Selection in Martingale Theory

  • Book
  • © 2002

Overview

Editors:
  1. Michel Émery
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  2. Marc Yor
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  • the Séminaire de Probabilités from its first 25 years!
  • Includes supplementary material: sn.pub/extras

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1771)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (27 chapters)

  1. Front Matter

    Pages I-X
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  2. A short presentation of the selected articles

    • Michel Émery, Marc Yor
    Pages 1-8

  3. Ensembles Aléatoires I

    • C. Dellacherie
    Pages 9-26

  4. Ensembles Aleatoires II

    • C. Dellacherie
    Pages 27-48

  5. Guide Détaillé de la Théorie «Générale» des Processus

    • P. A. Meyer
    Pages 49-74

  6. Sur les Théorémes Fondamentaux de la Théorie Générale des Processus

    • C. Dellacherie
    Pages 75-84

  7. Un Ensemble Progressivement Mesurable

    • C. Dellacherie
    Pages 85-87

  8. Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux

    • Marc Yor
    Pages 88-96

  9. Intégrales Stochastiques I

    • P. A. Meyer
    Pages 97-119

  10. Intégrales Stochastiques II

    • P. A. Meyer
    Pages 120-142

  11. Intégrales Stochastiques par Rapport aux Martingales Locales

    • C. Doléans-Dade, P. A. Meyer
    Pages 143-173

  12. Un Cours sur les Intégrales Stochastiques

    • P. A. Meyer
    Pages 174-329

  13. Sur Quelques Approximations D’integrales Stochastiques

    • Marc Yor
    Pages 330-340

  14. Sur les Integrales Stochastiques Optionelles et une Suite Remarquable de Formules Exponentielles

    • Marc Yor
    Pages 341-360

  15. Presentation Unifiee de Certaines Inegalites de la Theorie des Martingales

    • E. Lenglart, D. Lepingle, M. Pratelli
    Pages 361-383

  16. Le Dual de «H1» est «BMO» (Cas Continu)

    • P. A. Meyer
    Pages 384-393

  17. Decomposition Atomique de Martingales de la Classe H1

    • A. Bernard, B. Maisonneuve
    Pages 394-414

  18. Integrals Stochastiques par Rapportt aux Processus de Wiener ou de Poisson

    • C. Dellacherie
    Pages 415-416

  19. Sur la Representation des Martingales comme Integrales Stochastiques dans les Processus Ponctuels

    • Chou Ching-Sung, P. A. Meyer
    Pages 417-427

  20. Sous-Espaces Denses dans L1 ou H1 et Representation des Martingales

    • Marc Yor
    Pages 428-472
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Keywords

About this book

Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités", all out of print, for their historical and/or mathematical interest. Among the many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.

Bibliographic Information

  • Book Title: Séminaire de Probabilités 1967-1980

  • Book Subtitle: A Selection in Martingale Theory

  • Editors: Michel Émery, Marc Yor

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/b82894

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2002

  • Softcover ISBN: 978-3-540-42813-8Published: 04 December 2001

  • eBook ISBN: 978-3-540-45530-1Published: 21 October 2004

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: IX, 553

  • Topics: Probability Theory and Stochastic Processes, Quantitative Finance

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