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Literatur
H.J. ENGELBERT and J. HESS: Integral representation with respect to stopped continuous local martingales. Stochastics 4 (1980), pp. 121–142.
P.A. MEYER: Eléments de probabilités quantiques. Séminaire de Probabilités XX. Lecture Notes in M. 1204. Springer Verlag 1986.
C. STRICKER: Représentation prévisible et changement de temps. The Annals of Probability (1986), vol. 14, No 3, pp. 1070–1074.
M. YOR: Sous-espaces denses dans L1 ou H1 et représentation des martingales. Séminaire de Probabilités XII. Lecture Notes in M. 649. Springer Verlag 1978.
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© 1988 Springer-Verlag
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Stricker, C. (1988). A propos d'une conjecture de meyer. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXII. Lecture Notes in Mathematics, vol 1321. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084130
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DOI: https://doi.org/10.1007/BFb0084130
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