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Some remarkable martingales

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Séminaire de Probabilités XV 1979/80

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 850))

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References

  1. L. DUBINS, G. SCHWARZ: On extremal martingale distributions. Proc. 5th. Berkeley Symp. Math. Stat. Prob., Univ. California II, part I, 1967, p. 295–299.

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  3. S. NAKAO: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math., 9, 1972, p. 513–518.

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  4. C. STRICKER, M. YOR: Calcul stochastique dépendant d'un paramètre. Zeitschrift für Wahr., 45, 1978, p. 109–134.

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  5. D.W. STROOCK, S.R.S. VARADHAN: Multidimensional diffusion processes. Springer-Verlag Grundlehren Series, Vol. 233, 1979, N.Y.C.

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  6. D.W. STROOCK, M. YOR: On extremal solutions of martingale problems. Ann. Ecole Norm. Sup, 1980, 13, p. 95–164.

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Authors and Affiliations

  1. University of Colorado, USA

    D. W. Stroock

  2. Université Pierre et Marie Curie, France

    M. Yor

Authors
  1. D. W. Stroock
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  2. M. Yor
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Jacques Azéma Marc Yor

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© 1981 Springer-Verlag

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Stroock, D.W., Yor, M. (1981). Some remarkable martingales. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XV 1979/80. Lecture Notes in Mathematics, vol 850. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088396

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  • DOI: https://doi.org/10.1007/BFb0088396

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10689-0

  • Online ISBN: 978-3-540-38610-0

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