@article{SPS_2000__34__417_0, author = {Vostrikova, Lioudmilla and Yor, Marc}, title = {Some invariance properties (of the laws) of {Ocone's} martingales}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {417--431}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {34}, year = {2000}, mrnumber = {1768078}, zbl = {0965.60047}, language = {en}, url = {http://archive.numdam.org/item/SPS_2000__34__417_0/} }
TY - JOUR AU - Vostrikova, Lioudmilla AU - Yor, Marc TI - Some invariance properties (of the laws) of Ocone's martingales JO - Séminaire de probabilités de Strasbourg PY - 2000 SP - 417 EP - 431 VL - 34 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_2000__34__417_0/ LA - en ID - SPS_2000__34__417_0 ER -
%0 Journal Article %A Vostrikova, Lioudmilla %A Yor, Marc %T Some invariance properties (of the laws) of Ocone's martingales %J Séminaire de probabilités de Strasbourg %D 2000 %P 417-431 %V 34 %I Springer - Lecture Notes in Mathematics %U http://archive.numdam.org/item/SPS_2000__34__417_0/ %G en %F SPS_2000__34__417_0
Vostrikova, Lioudmilla; Yor, Marc. Some invariance properties (of the laws) of Ocone's martingales. Séminaire de probabilités de Strasbourg, Tome 34 (2000), pp. 417-431. http://archive.numdam.org/item/SPS_2000__34__417_0/
[1] On the Lévy transformation of Brownian motions and continuous martingales. Sém. Probas. XXVII, Lect. Notes in Maths. n° 1577. Springer (1993), p. 122-132. | Numdam | MR | Zbl
, , :[2] A symmetry characterization of conditionally independent increment martingales. Proceedings of the San Felice Workshop on Stochastic Analysis. D. Nualart et M. Sanz, eds. Birkhaüser (1993), p. 147-167. | MR | Zbl
:[3] Continuous martingales and Brownian motion. Springer, Third edition : 1999. | MR | Zbl
, :[4] Une propriété des martingales pures. Séminaire de Probabilités XXX, Lect. Notes in Maths. n° 1626, Springer (1996), p. 243-254. | Numdam | MR | Zbl
, , :[5] The variance-optimal martingale measure for continuous processes. Bernoulli 2 (1), 1996, p. 81-105. | MR | Zbl
, :[6] Some remarkable martingales. In : Sém. Probas XV, Lect. Notes in Maths.850, Springer (1981). | Numdam | MR | Zbl
, :[7] Les filtrations de certaines martingales du mouvement brownien dans Rn, p. 427-440. In : Sém. Probas XIII, Lect. Notes in Maths. 721, Springer (1979). | Numdam | MR | Zbl
:[8] Sur les martingales continues extrémales. Stochastics, vol. 2, n° 3 (1979), p. 191-196. | MR | Zbl
:[9] Remarques sur une formule de P. Lévy. Sém. Proba. XIV, Lect. Notes in Maths n° 784, Springer (1980), p. 343-346. | Numdam | MR | Zbl
: