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Séminaire de Probabilités XVII 1981/82 pp 67–71Cite as

Stochastic integrals and progressive measurability — An example

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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List of References

  1. Emery, M. and Perkins, E. La filtration de B+L. Z.f. Wahrscheinlichkeitstheorie 59, 383–390 (1982).

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  2. Lévy, P. Processus Stochastiques et Mouvement Brownien. Gauthier-Villars, Paris, 1948.

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  3. McKean, M.P. The Bessel motion and a singular integral equation. Mem. Coll. Sci. Univ. Kyoto. Ser. A Math. 33, 317–322 (1960).

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  4. Pitman, J. One-dimensional Brownian motion and the three-dimensional Bessel process. Adv. Appl. Prob. 7, 511–526 (1975).

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Author information

Authors and Affiliations

  1. Mathematics Department U.B.C., V6T 1Y4, Vancouver, B.C., Canada

    Edwin Perkins

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  1. Edwin Perkins
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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Perkins, E. (1983). Stochastic integrals and progressive measurability — An example. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068299

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  • DOI: https://doi.org/10.1007/BFb0068299

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

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