On the Lévy transformation of brownian motions and continuous martingales

Lester E. Dubins; Michel Émery; Marc Yor

Séminaire de probabilités de Strasbourg (1993)

  • Volume: 27, page 122-132

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Dubins, Lester E., Émery, Michel, and Yor, Marc. "On the Lévy transformation of brownian motions and continuous martingales." Séminaire de probabilités de Strasbourg 27 (1993): 122-132. <http://eudml.org/doc/113839>.

@article{Dubins1993,
author = {Dubins, Lester E., Émery, Michel, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lévy transformations of continuous martingales; Brownian motion; measure-preserving map on Wiener space; ergodic; Wiener space; predictable process},
language = {eng},
pages = {122-132},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the Lévy transformation of brownian motions and continuous martingales},
url = {http://eudml.org/doc/113839},
volume = {27},
year = {1993},
}

TY - JOUR
AU - Dubins, Lester E.
AU - Émery, Michel
AU - Yor, Marc
TI - On the Lévy transformation of brownian motions and continuous martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1993
PB - Springer - Lecture Notes in Mathematics
VL - 27
SP - 122
EP - 132
LA - eng
KW - Lévy transformations of continuous martingales; Brownian motion; measure-preserving map on Wiener space; ergodic; Wiener space; predictable process
UR - http://eudml.org/doc/113839
ER -

References

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  1. [1] K.E. Dambis. On the Decomposition of Continuous Martingales. Theor. Prob. Appl.10, 1965. Zbl0141.15102MR202179
  2. [2] L.E. Dubins & G. Schwarz. On Continuous Martingales. Proc. Nat. Acad. Sc.U.S.A.53, 1965. Zbl0203.17504
  3. [3] L.E. Dubins & M. Smorodinsky. The Modified, Discrete, Lévy-Transformation is Bernoulli. Séminaire de Probabilités XXVI, Lecture Notes in Mathematics1526, Springer1992. Zbl0761.60043
  4. [4] T. Jeulin. Application de la théorie du grossissement à l'étude des temps locaux browniens. Grossissements de filtrations : exemples et applications, Lecture Notes in Math.1118, 197-304, Springer1985. Zbl0562.60080MR884713
  5. [5] D.L. Ocone. A symmetry characterization of Conditionally Independent Increment Martingales. Proceedings of the San Felice Workshop on Stochastic Analysis, D. Nualart and M. Sanz editors, Birkhäuser, to appear. Zbl0792.60035MR1265048
  6. [6] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, Springer1991. Zbl0731.60002

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