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Integral representation of martingales in the Brownian excursion filtration

  • Paul McGill
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1204)

Keywords

Brownian Motion Stochastic Differential Equation Conditional Expectation Uniform Integrability Strong Markov Property 
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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • Paul McGill
    • 1
  1. 1.Department of MathematicsMaynooth CollegeCo. KildareIreland

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