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Martingale integrals. (English) Zbl 0164.46603


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[1] D. G. Austin, A sample function property of martingales, Ann. Math. Statist. 37 (1966), 1396 – 1397. · Zbl 0202.47302 · doi:10.1214/aoms/1177699283
[2] D. L. Burkholder, Martingale transforms, Ann. Math. Statist. 37 (1966), 1494 – 1504. · Zbl 0306.60030 · doi:10.1214/aoms/1177699141
[3] P. Courrège, Intégrales stochastiques et martingales de carré intégrable, Seminaire de théorie du potential, Institut Henri Poincaré, Secrétariat mathematique, Paris, 7ième année, 1962, 1963.
[4] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. · Zbl 0053.26802
[5] Donald L. Fisk, Quasi-martingales, Trans. Amer. Math. Soc. 120 (1965), 369 – 389. · Zbl 0133.40303
[6] P. A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6 (1962), 193 – 205. · Zbl 0133.40304
[7] -, Probability and potentials, Blaisdell, Waltham, Mass., 1966. · Zbl 0138.10401
[8] -, Intégrales stochastiques. II, Seminaire de Probabilités I, Université de Strasbourg, 1967. · Zbl 0157.25001
[9] A. Zygmund, Trigonometric series. 2nd ed. Vols. I, II, Cambridge University Press, New York, 1959. · Zbl 0085.05601
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