A continuous martingale in the plane that may spiral away to infinity

Lester E. Dubins; Michel Émery; Marc Yor

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 284-290

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Dubins, Lester E., Émery, Michel, and Yor, Marc. "A continuous martingale in the plane that may spiral away to infinity." Séminaire de probabilités de Strasbourg 25 (1991): 284-290. <http://eudml.org/doc/113763>.

@article{Dubins1991,
author = {Dubins, Lester E., Émery, Michel, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {conformal martingale; local martingale; planar spiral curve},
language = {fre},
pages = {284-290},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A continuous martingale in the plane that may spiral away to infinity},
url = {http://eudml.org/doc/113763},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Dubins, Lester E.
AU - Émery, Michel
AU - Yor, Marc
TI - A continuous martingale in the plane that may spiral away to infinity
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 284
EP - 290
LA - fre
KW - conformal martingale; local martingale; planar spiral curve
UR - http://eudml.org/doc/113763
ER -

References

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  1. [1] J. Azéma et M. Yor. Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII, Lecture Notes in Mathematics721, Springer1979. Zbl0414.60055MR544782
  2. [2] J. Azéma et M. Yor. En guise d'introduction. Temps locaux, Astérisque 52-53, Société Mathématique de France, 1978. MR509476
  3. [3] F.B. Knight. On the Sojourn Times of Killed Brownian Motion. Séminaire de Probabilités XII, Lecture Notes in Mathematics649, Springer1978. Zbl0376.60082MR520018
  4. [4] J.B. Walsh. A Diffusion with a Discontinuous Local Time. Temps locaux, Astérisque 52-53, Société Mathématique de France, 1978. 

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