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Analytic semimartingales and their boundary values. (English) Zbl 0507.60040


MSC:

60G48 Generalizations of martingales
30D99 Entire and meromorphic functions of one complex variable, and related topics
60H05 Stochastic integrals
60E99 Distribution theory
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[10] Ustunel, A. S., Formule de Feynman-Kac stochastique, C. R. Acad. Sci. Paris 292 Ser. A-B, 292, 595-597 (1981) · Zbl 0466.60048
[11] Ustunel, A. S., Calcul stochastique sur les espaces nucléaires et ses applications, (Thèse de Doctorat d’Etat (1981), Université de Paris VI)
[12] Ustunel, A. S., Stochastic integration on nuclear spaces and its applications, Ann. Inst. H. Poincaré Sect. A (N.S.), XVIII, 2, 165-200 (1982) · Zbl 0506.60050
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[16] Ustunel, A. S., Les espaces \(H^1- BMO\) de martingales hilbertiennes, (Notes de Séminaires ENST-CNET, Processus Aléatoires et Applications aux Télécommunications (1977-1978))
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