@article{AIHPB_2007__43_6_717_0, author = {Enriquez, Nathana\"el}, title = {An invariance principle for {Az\'ema} martingales}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {717--727}, publisher = {Elsevier}, volume = {43}, number = {6}, year = {2007}, doi = {10.1016/j.anihpb.2006.10.001}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.anihpb.2006.10.001/} }
TY - JOUR AU - Enriquez, Nathanaël TI - An invariance principle for Azéma martingales JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2007 SP - 717 EP - 727 VL - 43 IS - 6 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.anihpb.2006.10.001/ DO - 10.1016/j.anihpb.2006.10.001 LA - en ID - AIHPB_2007__43_6_717_0 ER -
%0 Journal Article %A Enriquez, Nathanaël %T An invariance principle for Azéma martingales %J Annales de l'I.H.P. Probabilités et statistiques %D 2007 %P 717-727 %V 43 %N 6 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.anihpb.2006.10.001/ %R 10.1016/j.anihpb.2006.10.001 %G en %F AIHPB_2007__43_6_717_0
Enriquez, Nathanaël. An invariance principle for Azéma martingales. Annales de l'I.H.P. Probabilités et statistiques, Volume 43 (2007) no. 6, pp. 717-727. doi : 10.1016/j.anihpb.2006.10.001. http://archive.numdam.org/articles/10.1016/j.anihpb.2006.10.001/
[1] Sur les fermés aléatoires, in: Séminaire de Probabilités, XIX, 1983/84, Lecture Notes in Math., vol. 1123, Springer, Berlin, 1985, pp. 397-495. | Numdam | MR | Zbl
,[2] Étude d'une martingale remarquable, in: Séminaire de Probabilités, XXIII, Lecture Notes in Math., vol. 1372, Springer, Berlin, 1989, pp. 88-130. | Numdam | MR | Zbl
, ,[3] Some limit theorems for sums of independent random variables with infinite mathematical expectations, in: Select. Transl. Math. Statist. and Probability, vol. 1, Inst. Math. Statist. and Amer. Math. Soc., Providence, RI, 1961, pp. 171-189. | MR | Zbl
,[4] On the Azéma martingales, in: Séminaire de Probabilités, XXIII, Lecture Notes in Math., vol. 1372, Springer, Berlin, 1989, pp. 66-87. | Numdam | MR | Zbl
,[5] Sur les martingales d'Azéma (suite), in: Séminaire de Probabilités, XXIV, 1988/89, Lecture Notes in Math., vol. 1426, Springer, Berlin, 1990, pp. 442-447. | Numdam | MR | Zbl
,[6] An Introduction to Probability Theory and Its Applications, vol. II, second ed., John Wiley & Sons, New York, 1971. | MR | Zbl
,[7] Convergence en loi des suites d’intégrales stochastiques sur l’espace de Skorokhod, English summary, Probab. Theory Related Fields 81 (1) (1989) 111-137. | MR | Zbl
, , ,[8] Weak limit theorems for stochastic integrals and stochastic differential equations, Ann. Probab. 19 (3) (1991) 1035-1070. | MR | Zbl
, ,[9] Random times and enlargements of filtrations in a Brownian setting, Lecture Notes in Math., vol. 1873, Springer-Verlag, 2005. | MR | Zbl
, ,[10] Eléments de probabilités quantiques. I-V, in: Séminaire de Probabilités, XX, 1984/85, Lecture Notes in Math., vol. 1204, Springer, Berlin, 1986, pp. 186-312. | EuDML | Numdam | Zbl
,[11] Construction de solutions d'équations de structure, in: Séminaire de Probabilités, XXIII, Lecture Notes in Math., vol. 1372, Springer, Berlin, 1989, pp. 142-145. | EuDML | Numdam | MR | Zbl
,[12] Martingales d'Azéma asymétriques. Description élémentaire et unicité, in: Séminaire de Probabilités, XXXV, Lecture Notes in Math., vol. 1755, Springer, Berlin, 2001, pp. 48-86. | EuDML | Numdam | MR | Zbl
,[13] Stochastic Integration and Differential Equations, Stochastic Modelling and Applied Probability, vol. 21, second ed., Springer-Verlag, Berlin, 2004. | MR | Zbl
,[14] La méthode des martingales appliquée à l'étude de la convergence en loi de processus, Bull. Soc. Math. France Mém. 62 (1979), v+125 pp. | EuDML | Numdam | MR | Zbl
,[15] Some Aspects of Brownian Motion. Part II. Some Recent Martingale Problems, Lectures in Mathematics ETH Zürich, Birkhäuser, Basel, 1997, xii+144 pp. | MR | Zbl
,Cited by Sources: