@article{SPS_1992__26__398_0, author = {Delbaen, Freddy}, title = {Infinitesimal behaviour of a continuous local martingale}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {398--404}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {26}, year = {1992}, mrnumber = {1232005}, zbl = {0764.60046}, language = {en}, url = {http://archive.numdam.org/item/SPS_1992__26__398_0/} }
TY - JOUR AU - Delbaen, Freddy TI - Infinitesimal behaviour of a continuous local martingale JO - Séminaire de probabilités de Strasbourg PY - 1992 SP - 398 EP - 404 VL - 26 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_1992__26__398_0/ LA - en ID - SPS_1992__26__398_0 ER -
Delbaen, Freddy. Infinitesimal behaviour of a continuous local martingale. Séminaire de probabilités de Strasbourg, Volume 26 (1992), pp. 398-404. http://archive.numdam.org/item/SPS_1992__26__398_0/
[1] Weak convergence of stochastic processes viewed in the Strasbourg manner. Preprint 1978. | MR
:[2] Probabilités et Potentiel, tome ii : Chapitres V à VIII: Théorie des martingales. Hermann, Paris, 1980 | MR | Zbl
- :[3] Probabilités et Potentiel, tome iv : Chapitres XII à XVI: Théorie des processus de Markov. Hermann, Paris, 1987 | Zbl
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