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 functionsNature: Exposition,
Original additions
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XIII: 07, 116-117, LNM 721 (1979)
ÉMERY, Michel;
STRICKER, Christophe
Démonstration élémentaire d'un résultat d'Azéma et Jeulin (
Martingale theory)
A short proof is given for the following result: given a positive supermartingale $X$ and $h>0$, the supermartingale $E[X_{t+h}\,|\,{\cal F}_t]$ belongs to the class (D). The original proof (
Ann. Inst. Henri Poincaré, 12, 1976) used Föllmer's measures
Keywords: Class (D) processesNature: Original Retrieve article from Numdam
