kw.\*:("Martingale")
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On inequalities for two-parameter martingalesIMKELLER, P.Mathematische Annalen. 1989, Vol 284, Num 2, pp 329-341, issn 0025-5831, 13 p.Article
Martingales à valeurs fermées bornées d'un espace métrique = Martingales with values in closed bounded subsets of a metric spaceHERER, W.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1987, Vol 305, Num 6, pp 275-278, issn 0764-4442Article
Paraproducts and commutators of martingale transformsBANUELOS, R; BENNETT, A. G.Proceedings of the American Mathematical Society. 1988, Vol 103, Num 4, pp 1226-1234, issn 0002-9939Article
Quelques conditions suffisantes pour qu'une semi-martingale soit une quasi-martingale = Sufficient conditions for a semimartingale to be a quasimartingaleSHIQUI SONG.Stochastics. 1986, Vol 16, Num 1-2, pp 97-109, issn 0090-9491Article
Classe L Log L et temps local = L Log L class and local timeBROSSARD, J; CHEVALIER, L.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1987, Vol 305, Num 4, pp 135-137, issn 0764-4442Article
A sharp estimate for dyadic martingales with multiple indicesMORROW, G. J.Proceedings of the American Mathematical Society. 1987, Vol 101, Num 4, pp 705-708, issn 0002-9939Article
MAXIMAL INEQUALITIES FOR CONTINUOUS MARTINGALES AND THEIR DIFFERENTIAL SUBORDINATESOSEKOWSKI, Adam.Proceedings of the American Mathematical Society. 2011, Vol 139, Num 2, pp 721-734, issn 0002-9939, 14 p.Article
Variation conditionnelle des processus stochastiques = Conditional variation of stochastic processesSTRICKER, C.Annales de l'I.H.P. Probabilités et statistiques. 1988, Vol 24, Num 2, pp 295-305, issn 0246-0203Article
Local time for two-parameter continuous martingales with respect to the quadratic variationSANZ, M.Annals of probability. 1988, Vol 16, Num 2, pp 778-792, issn 0091-1798Article
Martingales hilbertiennes = Hilbertian martingalesAnnales mathématiques Blaise Pascal. 1996, Vol AOU, pp 115-171, issn 1259-1734, 57 p., NSArticle
Arbitrage possibilities in Bessel processes and their relations to local martingalesDELBAEN, F; SCHACHERMAYER, W.Probability theory and related fields. 1995, Vol 102, Num 3, pp 357-366, issn 0178-8051Article
Connectivity properties of Mandelbrot's percolation processCHAYES, J. T; CHAYES, L; DURRETT, R et al.Probability theory and related fields. 1988, Vol 77, Num 3, pp 307-324, issn 0178-8051Article
Quadratic variatioin for a class of L log+L-bounded two-parameter martingalesFRANGOS, N. E; IMKELLER, P.Annals of probability. 1987, Vol 15, Num 3, pp 1097-1111, issn 0091-1798Article
A note on the localization of two-parameter processesIMKELLER, P.Probability theory and related fields. 1986, Vol 73, Num 1, pp 119-125, issn 0178-8051Article
Logarithmic conformal null vectors and SLEMOGHIMI-ARAGHI, S; RAJABPOUR, M. A; ROUHANI, S et al.Physics letters. Section B. 2004, Vol 600, Num 3-4, pp 297-301, issn 0370-2693, 5 p.Article
Minimal functions, martingales, and Brownian motion on a noncompact symmetric spaceTAYLOR, J. C.Proceedings of the American Mathematical Society. 1987, Vol 100, Num 4, pp 725-730, issn 0002-9939Article
An application of Martingales in the limit to a problem in information scienceEGGHE, L.Mathematical and computer modelling. 1999, Vol 29, Num 5, pp 13-18, issn 0895-7177Article
Acknowledgement of priorityWOOD, Andrew T. A.Stochastic processes and their applications. 2001, Vol 93, Num 2, issn 0304-4149, p. 349Article
On the rareness of generalized sub- and supermartingales in the class of all uniformly L1-bounded stochastic processesRÖDLER, R.Stochastic analysis and applications. 1998, Vol 16, Num 2, pp 381-389, issn 0736-2994Article
Une définition faible de BMO = A weak definition for BMOEMERY, M.Annales de l'I.H.P. Probabilités et statistiques. 1985, Vol 21, Num 1, pp 59-71, issn 0246-0203Article
Amarts and set function processesGUT, A; SCHMIDT, K. D.Lecture notes in mathematics. 1983, Vol 1042, issn 0075-8434, 258 p.Serial Issue
Sur l'intégration stochastique par rapport à une martingale hilbertienne de carré intégrable = On stochastic integration with respect to a Hilbert-valued square integrable martingaleASPERTI, C.Probability theory and related fields. 1989, Vol 81, Num 1, pp 139-158, issn 0178-8051, 20 p.Article
On multivalued supermartingales with continuous parameter : Martingale selectors and their regularityWENLONG, D; ZHENPENG, W.Stochastic analysis and applications. 1997, Vol 15, Num 2, pp 217-229, issn 0736-2994Article
Cadlag modifications and the Doob-Meyer decomposition of quasimartingales with values in a Banach spaceBROOKS, J. K; DINCULEANU, N.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1988, Vol 307, Num 6, pp 273-278, issn 0764-4442Article
On the independence of multiple stochastic integrals with respect to a class of martingalesPRIVAULT, N.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1996, Vol 323, Num 5, pp 515-520, issn 0764-4442Article