Quick search | Browse volumes | |

XII: 58, 770-774, LNM 649 (1978)

**MEYER, Paul-André**

Sur le lemme de La Vallée Poussin et un théorème de Bismut (Measure theory, General theory of processes)

Bismut proved that every optional process which belongs to the class (D) is the optional projection of a (non-adapted) process whose supremum is in $L^1$. This is given a more precise form, using the relation between uniform integrability and moderate Orlicz spaces

Keywords: Uniform integrability, Class (D) processes, Moderate convex functions

Nature: Exposition, Original additions

Retrieve article from Numdam

XXXIII: 13, 327-333, LNM 1709 (1999)

**TAKAOKA, Koichiro**

Some remarks on the uniform integrability of continuous martingales (Martingale theory)

For a continuous local martingale which converges a.s., a general relation links the asymptotic tails of the maximal variable and the quadratic variation. This unifies previous results by Azéma-Gundy-Yor 1406, Elworthy-Li-Yor 3112 and*Probab. Theory Related Fields* **115** (1999)

Keywords: Uniform integrability, Continuous martingales, Local martingales

Nature: Original

Retrieve article from Numdam

Sur le lemme de La Vallée Poussin et un théorème de Bismut (Measure theory, General theory of processes)

Bismut proved that every optional process which belongs to the class (D) is the optional projection of a (non-adapted) process whose supremum is in $L^1$. This is given a more precise form, using the relation between uniform integrability and moderate Orlicz spaces

Keywords: Uniform integrability, Class (D) processes, Moderate convex functions

Nature: Exposition, Original additions

Retrieve article from Numdam

XXXIII: 13, 327-333, LNM 1709 (1999)

Some remarks on the uniform integrability of continuous martingales (Martingale theory)

For a continuous local martingale which converges a.s., a general relation links the asymptotic tails of the maximal variable and the quadratic variation. This unifies previous results by Azéma-Gundy-Yor 1406, Elworthy-Li-Yor 3112 and

Keywords: Uniform integrability, Continuous martingales, Local martingales

Nature: Original

Retrieve article from Numdam