Closed sets supporting a continuous divergent martingale

Michel Émery

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 176-189

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Émery, Michel. "Closed sets supporting a continuous divergent martingale." Séminaire de probabilités de Strasbourg 31 (1997): 176-189. <http://eudml.org/doc/113951>.

@article{Émery1997,
author = {Émery, Michel},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {continuous martingale; local martingales},
language = {eng},
pages = {176-189},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Closed sets supporting a continuous divergent martingale},
url = {http://eudml.org/doc/113951},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Émery, Michel
TI - Closed sets supporting a continuous divergent martingale
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 176
EP - 189
LA - eng
KW - continuous martingale; local martingales
UR - http://eudml.org/doc/113951
ER -

References

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  1. [1] J. Azéma & M. Yor. Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII, Lecture Notes in Mathematics721, Springer1979. Zbl0414.60055
  2. [2] M. Barlow, J. Pitman & M. Yor. On Walsh's Brownian Motions. Séminaire de Probabilités XXIII, Lecture Notes in Mathematics1372, Springer1989. Zbl0747.60072
  3. [3] C. Dellacherie. Ensembles analytiques : théorèmes de séparation et applications. Séminaire de Probabilités IX, Lecture Notes in Mathematics465, Springer1975. Zbl0354.54023MR428306
  4. [4] O. Hanner & H. Rådström. A Generalization of a Theorem of Fenchel. Proc. Amer. Math. Soc.2, 1951. Zbl0043.16203
  5. [5] R. Rebolledo. La méthode des martingales appliquée à l'étude de la convergence en loi des processus. Bull. Soc. math. France, Mémoire62, supplément au numéro d'octobre 1979. Zbl0425.60036MR568153

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