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[null,"1.","Record Nr.",null,"UNISA996466478303316"]
[null,null,"Titolo",null,"Séminaire de Probabilités X [[electronic resource] ] : Université de Strasbourg / / edited by P.-A. Meyer"]
[null,null,"Pubbl/distr/stampa",null,"Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1976"]
[null,null,"ISBN",null,"3-540-38197-X"]
[null,null,"Edizione",null,"[1st ed. 1976.]"]
[null,null,"Descrizione fisica",null,"1 online resource (593 p.)"]
[null,null,"Collana",null,"Séminaire de Probabilités, , 0720-8766 ; ; 511"]
[null,null,"Disciplina",null,"510"]
[null,null,"Soggetti",null,"Mathematics"]
[{"$nulls":4},"Mathematics, general"]
[null,null,"Lingua di pubblicazione",null,"Francese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"La methode des semi-mrtingales en filtrage quand l'observation est un processus ponctuel marque -- One-dimensional potential embedding -- Un theoreme de representation des martingales pour les ensembles regeneratifs -- A simple remark on the conditioned square functions for martingale transforms -- Absolute continuity of Markov processes -- Germ-field Markov property for multiparameter processes -- La theorie de la prediction de F. Knight -- Sur la theorie de la prediction, et le probleme de decomposition des tribus F t+ o  -- Generation of ?-fields by step processes -- Les inegalites classiques -- L'operateur carré du champ -- Correction aux “Inegalites de LITTLEWOOD-PALET” -- Les inegalites generales -- Semi-groupes de convolution symetriques -- A probabilistic approach to non-linear Dirichlet problem -- Skorokhod stopping times of minimal variance -- On the krickeberg decomposition of continuous martingales -- The Q-matrix problem -- On a stopped Brownian motion formula of H.M. Taylor -- On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions -- et notations generales -- Chapitre I. Integrales de stieltjes stochastiques -- Chapitre II. Martingales de carré integrable -- Chapitre III: La formule du changement de variables forme préliminaire -- Martingales locales changement de variables, formules exponentielles -- Les espaces H 1 et BMO -- Complements aux chapitres I–V -- Sur certains espaces de martingales localement de carre integrable -- Espaces fortement stables de martingales de carre integrable -- Representation des martingales comme integrales stochastiques des processus optionnels -- Decompositions des "]
[{"$nulls":4},"martingales locales et formules exponentielles -- Sur les integrales stochastiques optionnelles et une suite remarquable de formules exponentielles -- Sur la decomposition multiplicative des sousmartingales positives -- The Q-matrix problem 2: KOLMOGOROV backward equations -- Separabilite optionnelle, d'apres doob -- Note on pasting of two Markov processes -- A characterization of BMO-martingales -- Demonstration elementaire d'un theoreme de Novikov -- Corrections a des exposes de 1973/74 -- Sur la construction de noyaux boreliens -- Un point de priorite -- Complements aux exposes sur les ensembles analytiques et les temps d'Arret."]