@article{SPS_1981__15__590_0, author = {Stroock, Daniel W. and Yor, Marc}, title = {Some remarkable martingales}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {590--603}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {15}, year = {1981}, mrnumber = {622590}, zbl = {0456.60048}, language = {en}, url = {http://archive.numdam.org/item/SPS_1981__15__590_0/} }
TY - JOUR AU - Stroock, Daniel W. AU - Yor, Marc TI - Some remarkable martingales JO - Séminaire de probabilités de Strasbourg PY - 1981 SP - 590 EP - 603 VL - 15 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_1981__15__590_0/ LA - en ID - SPS_1981__15__590_0 ER -
Stroock, Daniel W.; Yor, Marc. Some remarkable martingales. Séminaire de probabilités de Strasbourg, Tome 15 (1981), pp. 590-603. http://archive.numdam.org/item/SPS_1981__15__590_0/
[1] On extremal martingale distributions. Proc. 5th. Berkeley Symp. Math. Stat. Prob., Univ. California II, part I, 1967, p. 295-299. | MR | Zbl
, :[2] Un cours sur les intégrales stochastiques. Sém. Probas. Strasbourg X, Lect. Notes in Maths 511, Springer (1976). | Numdam | MR | Zbl
:[3] On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math., 9, 1972, p. 513-518. | MR | Zbl
:[4] Calcul stochastique dépendant d'un paramètre. Zeitschrift für Wahr., 45, 1978, p. 109-134. | Zbl
, :[5] Multidimensional diffusion processes. Springer-Verlag Grundlehren Series, Vol. 233, 1979, N.Y.C. | Zbl
, :[6] On extremal solutions of martingale problems. Ann. Ecole Norm. Sup, 1980, 13, p. 95-164. | Numdam | Zbl
, :[7] On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. 11, (1971), p. 155-167. | Zbl
, :[8] On skew Brownian Motion. To appear in Annals of Probability. | Zbl
, :