Dans Najnudel et Nikeghbali (2009) [7], nous prouvons que pour toute sous-martingale de classe (Σ), définie sur un espace de probabilité filtré , satisfaisant certaines conditions techniques, on peut construire une mesure σ-finie sur , telle que pour tout , et pour tout événement :
In Najnudel and Nikeghbali (2009) [7], we prove that for any submartingale of class (Σ), defined on a filtered probability space , which satisfies some technical conditions, one can construct a σ-finite measure on , such that for all , and for all events :
Accepté le :
Publié le :
@article{CRMATH_2010__348_5-6_311_0, author = {Najnudel, Joseph and Nikeghbali, Ashkan}, title = {A new construction of the \protect\emph{\ensuremath{\sigma}}-finite measures associated with submartingales of class {(\protect\emph{\ensuremath{\Sigma}})}}, journal = {Comptes Rendus. Math\'ematique}, pages = {311--316}, publisher = {Elsevier}, volume = {348}, number = {5-6}, year = {2010}, doi = {10.1016/j.crma.2010.01.021}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.crma.2010.01.021/} }
TY - JOUR AU - Najnudel, Joseph AU - Nikeghbali, Ashkan TI - A new construction of the σ-finite measures associated with submartingales of class (Σ) JO - Comptes Rendus. Mathématique PY - 2010 SP - 311 EP - 316 VL - 348 IS - 5-6 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2010.01.021/ DO - 10.1016/j.crma.2010.01.021 LA - en ID - CRMATH_2010__348_5-6_311_0 ER -
%0 Journal Article %A Najnudel, Joseph %A Nikeghbali, Ashkan %T A new construction of the σ-finite measures associated with submartingales of class (Σ) %J Comptes Rendus. Mathématique %D 2010 %P 311-316 %V 348 %N 5-6 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2010.01.021/ %R 10.1016/j.crma.2010.01.021 %G en %F CRMATH_2010__348_5-6_311_0
Najnudel, Joseph; Nikeghbali, Ashkan. A new construction of the σ-finite measures associated with submartingales of class (Σ). Comptes Rendus. Mathématique, Tome 348 (2010) no. 5-6, pp. 311-316. doi : 10.1016/j.crma.2010.01.021. http://archive.numdam.org/articles/10.1016/j.crma.2010.01.021/
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