[Une nouvelle construction des mesures σ-finies associées aux sous-martingales de classe (Σ)]
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 :
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Joseph Najnudel 1 ; Ashkan Nikeghbali 1
@article{CRMATH_2010__348_5-6_311_0, author = {Joseph Najnudel and Ashkan Nikeghbali}, 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}, }
TY - JOUR AU - Joseph Najnudel AU - Ashkan Nikeghbali 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 DO - 10.1016/j.crma.2010.01.021 LA - en ID - CRMATH_2010__348_5-6_311_0 ER -
Joseph Najnudel; Ashkan Nikeghbali. A new construction of the σ-finite measures associated with submartingales of class (Σ). Comptes Rendus. Mathématique, Volume 348 (2010) no. 5-6, pp. 311-316. doi : 10.1016/j.crma.2010.01.021. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2010.01.021/
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