XI: 34, 493-501, LNM 581 (1977)
YOR, Marc
A propos d'un lemme de Ch. Yoeurp (General theory of processes, Martingale theory)
Yoeurp's lemma is the following: if $A$ is a previsible process of bounded variation, its square bracket $[A,L]$ with any local martingale $L$ is a local martingale. This useful result was not easily accessible, thus a complete proof is given, with several new applications---in particular, this characterizes previsible processes of bounded variation among semimartingales
Keywords: Yoeurp's lemma, Square bracket
Nature: Original
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