Quick search | Browse volumes | |

XV: 33, 499-522, LNM 850 (1981)

**STRICKER, Christophe**

Quelques remarques sur la topologie des semimartingales. Applications aux intégrales stochastiques (Stochastic calculus)

This paper contains a number of useful technical results on the topology of semimartingales (see 1324), some of which were previously known with more complicated proofs. In particular, it is shown how to improve the convergence of sequences of semimartingales by a convenient change of probability. The topology of semimartingales is used to handle elegantly the stochastic integration of previsible processes which are not locally bounded (see 1415). Finally, boundedness of a set of semimartingales is shown to be equivalent to the boundedness (in an elementary sense) of a set of increasing processes controlling them in the sense of Métivier-Pellaumail (see 1412, 1413, 1414)

Keywords: Semimartingales, Stochastic integrals, Spaces of semimartingales, Métivier-Pellaumail inequality

Nature: Original

Retrieve article from Numdam

Quelques remarques sur la topologie des semimartingales. Applications aux intégrales stochastiques (Stochastic calculus)

This paper contains a number of useful technical results on the topology of semimartingales (see 1324), some of which were previously known with more complicated proofs. In particular, it is shown how to improve the convergence of sequences of semimartingales by a convenient change of probability. The topology of semimartingales is used to handle elegantly the stochastic integration of previsible processes which are not locally bounded (see 1415). Finally, boundedness of a set of semimartingales is shown to be equivalent to the boundedness (in an elementary sense) of a set of increasing processes controlling them in the sense of Métivier-Pellaumail (see 1412, 1413, 1414)

Keywords: Semimartingales, Stochastic integrals, Spaces of semimartingales, Métivier-Pellaumail inequality

Nature: Original

Retrieve article from Numdam