# On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem

Séminaire de probabilités de Strasbourg (1997)

- Volume: 31, page 256-265

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topTakaoka, Koichiro. "On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem." Séminaire de probabilités de Strasbourg 31 (1997): 256-265. <http://eudml.org/doc/113962>.

@article{Takaoka1997,

author = {Takaoka, Koichiro},

journal = {Séminaire de probabilités de Strasbourg},

keywords = {Brownian motion; Pitman's theorem; stochastic differential equations},

language = {eng},

pages = {256-265},

publisher = {Springer - Lecture Notes in Mathematics},

title = {On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem},

url = {http://eudml.org/doc/113962},

volume = {31},

year = {1997},

}

TY - JOUR

AU - Takaoka, Koichiro

TI - On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem

JO - Séminaire de probabilités de Strasbourg

PY - 1997

PB - Springer - Lecture Notes in Mathematics

VL - 31

SP - 256

EP - 265

LA - eng

KW - Brownian motion; Pitman's theorem; stochastic differential equations

UR - http://eudml.org/doc/113962

ER -

## References

top- [1] Bertoin, J., An extension of Pitman's theorem for spectrally positive Lévy processes, Ann. Prob.20 (1993), 1463-1483. Zbl0760.60068MR1175272
- [2] Pitman, J., One-dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Prob.7 (1975), 511-526. Zbl0332.60055MR375485
- [3] Rauscher, B., Some remarks on Pitman's theorem, in this volume of the Séminaire de Probabilités. Zbl0884.60076
- [4] Revuz, D. & Yor, M., Continuous martingales and Brownian motion, Second edition, Springer (1994). Zbl0804.60001
- [5] Saisho, Y. & Tanemura, H., Pitman type theorem for one-dimensional diffusion processes, Tokyo J. Math.13 (1990), 429-440. Zbl0722.60082
- [6] Tanaka, H., Time reversal of random walks in dimension one, Tokyo J. Math.12 (1989), 159-174. Zbl0692.60052MR1001739
- [7] _, Time reversal of random walks in Rd, Tokyo J. Math.13 (1990), 375-389. Zbl0734.60075MR1088238
- [8] Yamada, T. & Watanabe, S., On the uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ.11 (1971), 155-167. Zbl0236.60037
- [9] Yor, M., Some Aspects of Brownian Motion Part II: Some Recent Martingale Problems, ETH Lecture Notes in Mathematics, Birkhäuser (to appear). Zbl0880.60082MR1442263

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