Closed sets supporting a continuous divergent martingale
Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 176-189.
@article{SPS_1997__31__176_0,
     author = {\'Emery, Michel},
     title = {Closed sets supporting a continuous divergent martingale},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {176--189},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {31},
     year = {1997},
     mrnumber = {1478726},
     zbl = {0884.60039},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1997__31__176_0/}
}
TY  - JOUR
AU  - Émery, Michel
TI  - Closed sets supporting a continuous divergent martingale
JO  - Séminaire de probabilités de Strasbourg
PY  - 1997
SP  - 176
EP  - 189
VL  - 31
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1997__31__176_0/
LA  - en
ID  - SPS_1997__31__176_0
ER  - 
%0 Journal Article
%A Émery, Michel
%T Closed sets supporting a continuous divergent martingale
%J Séminaire de probabilités de Strasbourg
%D 1997
%P 176-189
%V 31
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1997__31__176_0/
%G en
%F SPS_1997__31__176_0
Émery, Michel. Closed sets supporting a continuous divergent martingale. Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 176-189. http://archive.numdam.org/item/SPS_1997__31__176_0/

[1] J. Azéma & M. Yor. Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII, Lecture Notes in Mathematics 721, Springer 1979. | Numdam | Zbl

[2] M. Barlow, J. Pitman & M. Yor. On Walsh's Brownian Motions. Séminaire de Probabilités XXIII, Lecture Notes in Mathematics 1372, Springer 1989. | Numdam | Zbl

[3] C. Dellacherie. Ensembles analytiques : théorèmes de séparation et applications. Séminaire de Probabilités IX, Lecture Notes in Mathematics 465, Springer 1975. | Numdam | MR | Zbl

[4] O. Hanner & H. Rådström. A Generalization of a Theorem of Fenchel. Proc. Amer. Math. Soc. 2, 1951. | Zbl

[5] R. Rebolledo. La méthode des martingales appliquée à l'étude de la convergence en loi des processus. Bull. Soc. math. France, Mémoire 62, supplément au numéro d'octobre 1979. | Numdam | MR | Zbl