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:
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 “Integral representation of martingales in the brownian excursion filtration”
Some changes of probabilities related to a geometric Brownian motion version of Pitman's theorem.
On the Azéma martingales
Michel Émery (1989)
Séminaire de probabilités de Strasbourg
Similarity:
A direct proof of the Ray-Knight theorem
P. Mc Gill (1981)
Séminaire de probabilités de Strasbourg
Similarity:
Multiple stochastic integrals. A counter example
Edwin Perkins (1985)
Séminaire de probabilités de Strasbourg
Similarity:
On the Lévy transformation of brownian motions and continuous martingales
Lester E. Dubins, Michel Émery, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on Pitman's theorem
Bernhard Rauscher (1997)
Séminaire de probabilités de Strasbourg
Similarity:
Some invariance properties (of the laws) of Ocone's martingales
Lioudmilla Vostrikova, Marc Yor (2000)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on Malliavin's comparison lemma and related topics
John C. Taylor (1978)
Séminaire de probabilités de Strasbourg
Similarity:
Hermite martingales
Patrick J. Fitzsimmons (2001)
Séminaire de probabilités de Strasbourg
Similarity: