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BM(ℝ3) and its area integral £ β×dβ

  • Gareth C. Price
  • L. C. G. Rogers
  • David Williams
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1095)

Keywords

Brownian Motion Finite Variation Roman Letter Martingale Part Continuous Semimartingale 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Reference

  1. [1]
    D.W. Stroock and M. Yor, Some remarkable martingales, Séminaire de Probabilités, XV Springer Lecture Notes in Math., 850, 1981.Google Scholar

Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • Gareth C. Price
    • 1
  • L. C. G. Rogers
    • 1
  • David Williams
    • 1
  1. 1.University CollegeSwanseaGreat Britain

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