On extremal solutions of martingale problems

D. W. Stroock; M. Yor

Annales scientifiques de l'École Normale Supérieure (1980)

  • Volume: 13, Issue: 1, page 95-164
  • ISSN: 0012-9593

How to cite


Stroock, D. W., and Yor, M.. "On extremal solutions of martingale problems." Annales scientifiques de l'École Normale Supérieure 13.1 (1980): 95-164. <http://eudml.org/doc/82047>.

author = {Stroock, D. W., Yor, M.},
journal = {Annales scientifiques de l'École Normale Supérieure},
keywords = {martingale problem; extremality; extreme points of convex sets of probability measures; local martingales},
language = {eng},
number = {1},
pages = {95-164},
publisher = {Elsevier},
title = {On extremal solutions of martingale problems},
url = {http://eudml.org/doc/82047},
volume = {13},
year = {1980},

AU - Stroock, D. W.
AU - Yor, M.
TI - On extremal solutions of martingale problems
JO - Annales scientifiques de l'École Normale Supérieure
PY - 1980
PB - Elsevier
VL - 13
IS - 1
SP - 95
EP - 164
LA - eng
KW - martingale problem; extremality; extreme points of convex sets of probability measures; local martingales
UR - http://eudml.org/doc/82047
ER -


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Citations in EuDML Documents

  1. Jean-François Le Gall, Marc Yor, Sur l'équation stochastique de Tsirelson
  2. Daniel W. Stroock, Marc Yor, Some remarkable martingales
  3. Dominique Lépingle, Paul-André Meyer, Marc Yor, Extrémalité et remplissage de tribus pour certaines martingales purement discontinues
  4. Ljiljana Petrović, Sladjana Dimitrijević, Statistical causality and adapted distribution
  5. Martin T. Barlow, Jim Pitman, Marc Yor, On Walsh's brownian motions
  6. Walter Schachermayer, On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
  7. Jean Pellaumail, Règle maximale
  8. Michel Émery, Walter Schachermayer, A remark on Tsirelson's stochastic differential equation
  9. Jacques Azéma, Catherine Rainer, Marc Yor, Une propriété des martingales pures
  10. Samia Beghdadi-Sakrani, Une martingale non pure, dont la filtration est brownienne

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