On extremal solutions of martingale problems
Annales scientifiques de l'École Normale Supérieure (1980)
- Volume: 13, Issue: 1, page 95-164
- ISSN: 0012-9593
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topStroock, 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>.
@article{Stroock1980,
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},
}
TY - JOUR
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
top- Jean-François Le Gall, Marc Yor, Sur l'équation stochastique de Tsirelson
- Daniel W. Stroock, Marc Yor, Some remarkable martingales
- Dominique Lépingle, Paul-André Meyer, Marc Yor, Extrémalité et remplissage de tribus pour certaines martingales purement discontinues
- Ljiljana Petrović, Sladjana Dimitrijević, Statistical causality and adapted distribution
- Martin T. Barlow, Jim Pitman, Marc Yor, On Walsh's brownian motions
- Walter Schachermayer, On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
- Jean Pellaumail, Règle maximale
- Michel Émery, Walter Schachermayer, A remark on Tsirelson's stochastic differential equation
- Jacques Azéma, Catherine Rainer, Marc Yor, Une propriété des martingales pures
- Samia Beghdadi-Sakrani, Une martingale non pure, dont la filtration est brownienne
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