V: 12, 127-137, LNM 191 (1971)
DELLACHERIE, Claude;
DOLÉANS-DADE, Catherine
Un contre-exemple au problème des laplaciens approchés (
Martingale theory)
The ``approximate Laplacian'' method of computing the increasing process associated with a supermartingale does not always converge in the strong sense: solves a problem open for many years
Comment: Problem originated in Meyer,
Ill. J. Math.,
7, 1963
Keywords: Submartingales,
SupermartingalesNature: Original
Retrieve article from Numdam
XII: 14, 132-133, LNM 649 (1978)
CHOU, Ching Sung
Extension au cas continu d'un théorème de Dubins (
Martingale theory)
After a suitable translation, Dubins' theorem can be stated as follows: if $X$ is a positive submartingale with $X_t\in L^2$ for all $t$, then $X^2-[X,X]$ is a submartingale
Keywords: SubmartingalesNature: Original Retrieve article from Numdam
