@article{AIHPB_2000__36_1_35_0,
author = {Martini, Claude},
title = {On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {35--43},
publisher = {Gauthier-Villars},
volume = {36},
number = {1},
year = {2000},
mrnumber = {1743094},
zbl = {0947.60065},
language = {en},
url = {http://archive.numdam.org/item/AIHPB_2000__36_1_35_0/}
}
TY - JOUR
AU - Martini, Claude
TI - On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
SP - 35
EP - 43
VL - 36
IS - 1
PB - Gauthier-Villars
UR - http://archive.numdam.org/item/AIHPB_2000__36_1_35_0/
LA - en
ID - AIHPB_2000__36_1_35_0
ER -
%0 Journal Article
%A Martini, Claude
%T On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
%J Annales de l'I.H.P. Probabilités et statistiques
%D 2000
%P 35-43
%V 36
%N 1
%I Gauthier-Villars
%U http://archive.numdam.org/item/AIHPB_2000__36_1_35_0/
%G en
%F AIHPB_2000__36_1_35_0
Martini, Claude. On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand. Annales de l'I.H.P. Probabilités et statistiques, Tome 36 (2000) no. 1, pp. 35-43. http://archive.numdam.org/item/AIHPB_2000__36_1_35_0/
[1] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Vol. 1, Hermann, 1975.
|
MR
|
Zbl
[2] E.B. Fabes and C.E. Kenig, Examples of singular parabolic measures and singular transition probability densities, Duke Math. J.48 (4) (1981)
|
MR
|
Zbl
[3] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin, 1991.
|
MR
|
Zbl