On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
Annales de l'I.H.P. Probabilités et statistiques (2000)
- Volume: 36, Issue: 1, page 35-43
- ISSN: 0246-0203
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topMartini, Claude. "On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand." Annales de l'I.H.P. Probabilités et statistiques 36.1 (2000): 35-43. <http://eudml.org/doc/77648>.
@article{Martini2000,
author = {Martini, Claude},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {absolute continuity; marginal law; stochastic integral},
language = {eng},
number = {1},
pages = {35-43},
publisher = {Gauthier-Villars},
title = {On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand},
url = {http://eudml.org/doc/77648},
volume = {36},
year = {2000},
}
TY - JOUR
AU - Martini, Claude
TI - On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 1
SP - 35
EP - 43
LA - eng
KW - absolute continuity; marginal law; stochastic integral
UR - http://eudml.org/doc/77648
ER -
References
top- [1] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Vol. 1, Hermann, 1975. Zbl0323.60039MR488194
- [2] E.B. Fabes and C.E. Kenig, Examples of singular parabolic measures and singular transition probability densities, Duke Math. J.48 (4) (1981) Zbl0482.35021MR782580
- [3] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin, 1991. Zbl0731.60002MR1083357
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