The best estimation of a ratio inequality for continuous martingales
Masato Kikuchi (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps”
The best estimation of a ratio inequality for continuous martingales
Some remarks on ratio inequalities for continuous martingales
Norihiko Kazamaki, Masato Kikuchi (1989)
Studia Mathematica
Similarity:
Integral representation of martingales in the brownian excursion filtration
P. Mc Gill (1986)
Séminaire de probabilités de Strasbourg
Similarity:
Infinitesimal behaviour of a continuous local martingale
Freddy Delbaen (1992)
Séminaire de probabilités de Strasbourg
Similarity:
Some changes of probabilities related to a geometric Brownian motion version of Pitman's theorem.
Matsumoto, Hiroyuki, Yor, Marc (1999)
Electronic Communications in Probability [electronic only]
Similarity:
A martingale proof of the Khinchin iterated logarithm law for Wiener processes
Nicolai V. Krylov (1995)
Séminaire de probabilités de Strasbourg
Similarity:
On the sojourn times of killed brownian motion
Frank B. Knight (1978)
Séminaire de probabilités de Strasbourg
Similarity:
A martingale central limit theorem
Petr Lachout (1986)
Commentationes Mathematicae Universitatis Carolinae
Similarity: