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.
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: