On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem
Koichiro Takaoka (1997)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On stopped Feynman-Kac functionals”
On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem
The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane
Shinzo Watanabe (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Penalization of the Wiener measure and principal values
Catherine Donati-Martin, Yueyun Hu (2002)
Séminaire de probabilités de Strasbourg
Similarity:
inequalities for functionals of brownian motion
Richard F. Bass (1987)
Séminaire de probabilités de Strasbourg
Similarity:
On Walsh's brownian motions
Martin T. Barlow, Jim Pitman, Marc Yor (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
L. C. G. Rogers, David Williams (1980)
Séminaire de probabilités de Strasbourg
Similarity:
A direct proof of the Ray-Knight theorem
P. Mc Gill (1981)
Séminaire de probabilités de Strasbourg
Similarity:
On the tails of the supremum and the quadratic variation of strictly local martingales
Kenneth David Elworthy, Xu-Mei Li, Marc Yor (1997)
Séminaire de probabilités de Strasbourg
Similarity:
A martingale approach to some Wiener-Hopf problems, I
R. R. London, H. P. Mc Kean, L. C. G. Rogers, David Williams (1982)
Séminaire de probabilités de Strasbourg
Similarity: