Some remarkable martingales

Daniel W. Stroock; Marc Yor

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 590-603

How to cite

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Stroock, Daniel W., and Yor, Marc. "Some remarkable martingales." Séminaire de probabilités de Strasbourg 15 (1981): 590-603. <http://eudml.org/doc/113351>.

@article{Stroock1981,
author = {Stroock, Daniel W., Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {measurability problems},
language = {eng},
pages = {590-603},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarkable martingales},
url = {http://eudml.org/doc/113351},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Stroock, Daniel W.
AU - Yor, Marc
TI - Some remarkable martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 590
EP - 603
LA - eng
KW - measurability problems
UR - http://eudml.org/doc/113351
ER -

References

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  1. [1] L. Dubins, G. Schwarz : On extremal martingale distributions. Proc. 5th. Berkeley Symp. Math. Stat. Prob., Univ. California II, part I, 1967, p. 295-299. Zbl0233.60045MR216557
  2. [2] P.A. Meyer : Un cours sur les intégrales stochastiques. Sém. Probas. Strasbourg X, Lect. Notes in Maths511, Springer (1976). Zbl0374.60070MR501332
  3. [3] S. Nakao : On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math., 9, 1972, p. 513-518. Zbl0255.60039MR326840
  4. [4] C. Stricker, M. Yor : Calcul stochastique dépendant d'un paramètre. Zeitschrift für Wahr., 45, 1978, p. 109-134. Zbl0388.60056
  5. [5] D.W. Stroock, S.R.S. Varadhan: Multidimensional diffusion processes. Springer-Verlag Grundlehren Series, Vol. 233, 1979, N.Y.C. Zbl0426.60069
  6. [6] D.W. Stroock, M. Yor : On extremal solutions of martingale problems. Ann. Ecole Norm. Sup, 1980, 13, p. 95-164. Zbl0447.60034
  7. [7] S. Watanabe, T. Yamada : On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ.11, (1971), p. 155-167. Zbl0236.60037
  8. [8] J.M. Harrison, L.A. Shepp : On skew Brownian Motion. To appear in Annals of Probability. Zbl0462.60076

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