Some invariance properties (of the laws) of Ocone's martingales
Lioudmilla Vostrikova, Marc Yor (2000)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “A non-reversible semi-martingale”
Some invariance properties (of the laws) of Ocone's martingales
On semi-martingales associated with crossings
Bhaskaran Rajeev (1990)
Séminaire de probabilités de Strasbourg
Similarity:
First order calculus and last entrance times
Bhaskaran Rajeev (1996)
Séminaire de probabilités de Strasbourg
Similarity:
On the Krickeberg decomposition of continuous martingales
Takeshi Sekiguchi (1976)
Séminaire de probabilités de Strasbourg
Similarity:
On a non symmetric operation for two-parameter martingales
F. Utzet (1985)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Similarity:
A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Continuous Ocone martingales as weak limits of rescaled martingales.
van Zanten, Harry (2002)
Electronic Communications in Probability [electronic only]
Similarity:
A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale
David Gilat, Isaac Meilijson (1988)
Séminaire de probabilités de Strasbourg
Similarity:
On the left endpoints of brownian excursions
Martin Barlow (1979)
Séminaire de probabilités de Strasbourg
Similarity: