@article{ASENS_1980_4_13_1_95_0, author = {Stroock, D. W. and Yor, M.}, title = {On extremal solutions of martingale problems}, journal = {Annales scientifiques de l'\'Ecole Normale Sup\'erieure}, pages = {95--164}, publisher = {Elsevier}, volume = {Ser. 4, 13}, number = {1}, year = {1980}, doi = {10.24033/asens.1378}, mrnumber = {82b:60051}, zbl = {0447.60034}, language = {en}, url = {http://archive.numdam.org/articles/10.24033/asens.1378/} }
TY - JOUR AU - Stroock, D. W. AU - Yor, M. TI - On extremal solutions of martingale problems JO - Annales scientifiques de l'École Normale Supérieure PY - 1980 SP - 95 EP - 164 VL - 13 IS - 1 PB - Elsevier UR - http://archive.numdam.org/articles/10.24033/asens.1378/ DO - 10.24033/asens.1378 LA - en ID - ASENS_1980_4_13_1_95_0 ER -
%0 Journal Article %A Stroock, D. W. %A Yor, M. %T On extremal solutions of martingale problems %J Annales scientifiques de l'École Normale Supérieure %D 1980 %P 95-164 %V 13 %N 1 %I Elsevier %U http://archive.numdam.org/articles/10.24033/asens.1378/ %R 10.24033/asens.1378 %G en %F ASENS_1980_4_13_1_95_0
Stroock, D. W.; Yor, M. On extremal solutions of martingale problems. Annales scientifiques de l'École Normale Supérieure, Série 4, Tome 13 (1980) no. 1, pp. 95-164. doi : 10.24033/asens.1378. http://archive.numdam.org/articles/10.24033/asens.1378/
[1] On Extremal Measures and Subspace Density (Michigan Math. J., Vol. 11, 1964, pp. 644-652). | MR | Zbl
,[2] The Selection of a Markov Process from a Markov System of Processes (Izv. Akad. Nauk., Vol. 38, 1973, pp. 228-248). | MR
,[3] Démonstration probabiliste de certaines inégalités de Littlewood-Paley, exposé II (l'opérateur carré du champ) [Séminaire de Probabilités X (Lecture Notes in Maths, No. 511, Springer, 1976)]. | Numdam | MR | Zbl
,[4] Diffusion Processes Associated with Lévy Generators (Z. für Wahr., Vol. 32, 1975, pp. 209-244). | MR | Zbl
,[5] On Square Integrable Martingales (Nagoya Math. J., Vol. 30, 1967, pp. 209-245). | MR | Zbl
and ,[6] Densité des fonctions affines continues sur un convexe compact dans un espace Lp [Séminaire Choquet (Initiation à l'Analyse) 1970-1971]. | Numdam
,[7] Opérateurs dissipatifs et semi-groupes dans les espaces de fonctions continues (Ann. Inst. Fourier, Vol. 26, No. 4, 1976, pp. 1-97). | Numdam | MR | Zbl
,[8] Infinitesimal Operators of Markov Processes (Th. Proba. Appl., Vol. I, 1956, pp. 34-53). | MR | Zbl
,[9] An Example of Non-Uniqueness of a Solution of Ito's Stochastic Equation. (Th. Proba. App, Vol. 7, 1962, pp. 336-342). | Zbl
,[10] Diffusion Processes with Boundary conditions (Comm. Pure Appl. Math, Vol. XXIV, 1971, pp. 147-225). | MR | Zbl
and ,[11] On Degenerate Elliptic-Parabolic Operators of Second Order and their Associated Diffusions (Comm. Pure Appl. Math, Vol. XXV, 1972, pp. 651-713). | MR | Zbl
and ,[12] On the Uniqueness of Solutions of Stochastic Differential Equations (J. Math. Kyoto Univ., Vol. 11, 1971, pp. 155-167). | MR | Zbl
and ,[13] A General Theorem of Representation for Martingales (Proc. of Symp. in Pure Maths., Vol. XXXI, 1977). | MR | Zbl
,[14] Étude des solutions extrémales, et représentation intégrale des solutions pour certains problèmes de martingales (Z. für Wahr, Vol. 38, 1977, pp. 83-125). | MR | Zbl
and ,[15] Convergence de martingales dans L¹ et dans H¹ (C. R. Acad. Sc., Paris, t. 286, 1978, pp. 571-573). | MR | Zbl
,[16] Sous-espaces denses dans L¹ ou H¹, et représentation des martingales [Séminaire Strasbourg-XII (Lect. Notes in Maths, No. 649, 1978)]. | Numdam | MR | Zbl
,[17] Non Existence of Strong Nonanticipating Solutions to Stochastic DEs ; Implications for Functional DEs, Filtering and Control, 1977 (to appear).
,[18] On the Decomposition of Continuous Sub-Martingales (Teo. Verojatnost., Vol. 10, 1965, pp. 438-448). | MR | Zbl
,[19] On Continuous Martingales (Proc. Nat. Sc. U.S.A., Vol. 53, 1965, pp. 913-916). | MR | Zbl
and ,[20] On Extremal Martingale Distributions (Proc. 5th Berkeley Symp. Math. Stat. Prob., Univ. Cal. II, part I, 1967, pp. 295-299). | MR | Zbl
and ,[21]
, Private communication.[22] Conformal Martingales (Invent. Math., 16, 1972, pp. 271-308). | MR | Zbl
and ,[23] On Transforming a Certain Class of Stochastic Processes by Absolutely continuous substitution of measures (Teo. Verojat. i Prim., Vol. 5, 1960, pp. 285-301). | MR | Zbl
,[24] Caractéristiques locales, et conditions de continuité absolue pour les semi-martingales (Z. für Wahr, Vol. 35, 1976, pp. 1-36). | MR | Zbl
and ,[25] Changes of Time, Stochastic Integrals, and Weak Martingales (Z. für Wahr, Vol. 22, 1972, pp. 25-32). | MR | Zbl
,[26] Non Linear Filtering for the System with General Noise (Lect. Notes in Control Theory, Vol. 16, Springer-Verlag, 1979). | MR | Zbl
,[27] On the Fields of Some Brownian Martingales (Annals of Probability, Vol. 6, 1978, No. 3, pp. 499-508). | MR | Zbl
,[28] Statistics of Random Processes, I. General Theory (Applications of Mathematics, vol. 5, Springer-Verlag, 1977). | Zbl
and ,[29] An Example of a Stochastic Differential Equation Having no Strong Solution (Teo. Verojatnost. i Prim., Vol. 20, 1975, pp. 427-430.). | Zbl
,[30] Transformation of Local Martingales under a Change of Law (Ann. Probability, Vol. 2, 1974, pp. 879-888). | MR | Zbl
and ,[31] Espace orthogonal à une semi-martingale ; applications, 1977 (to appear).
and ,[32] Sur l'étude des martingales continues extrémales (Stochastics, Vol. 2, 1979, pp. 191-196). | MR | Zbl
,[33] Some Remarkable Martingales, in preparation.
and ,[34] A Transformation of the Phase Space of a Diffusion Process That Removes the Drift (Math. U.S.S.R. Sb., Vol. 22, 1974, pp. 129-149). | MR | Zbl
,[35] Absolute Continuity of Markov Processes and Extended Generators (Nagoya Math. J., Vol. 36, 1969, pp. 1-26). | MR | Zbl
,[36] Changements de temps et intégrales stochastiques [Séminaire Probas, Strasbourg-XI (Lect. Notes in Maths, No. 581, Springer, 1977)]. | Numdam | MR | Zbl
and ,[37] Extrémalité et remplissage de tribus pour certaines martingales discontinues (Séminaire Probas XIV, Springer, 1980).
, and ,[38] Construction d'une martingale réelle continue, de filtration naturelle donnée (Séminaire Probas XIV, Springer, 1980). | Numdam | MR | Zbl
, and ,Cité par Sources :