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Bernoulli
Volumn 8, Issue 2, 2002, Pages 207-217
The uniqueness class of continuous local martingales
Author keywords

Ocone martingale; Uniqueness class
Indexed keywords

EID: 3042668644     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)
References (8)
  • 1
    • 52049096844 scopus 로고
    • Sur quelques filiations et transformations browniennes
    • J. Azéma, M. Émery, P.-A. Meyer and M. Yor (eds), Lecture Notes in Math. 1613, Berlin: Springer-Verlag
    • Attal, S., Burdzy, K., Émery, M. and Hu, Y. (1995) Sur quelques filiations et transformations browniennes. In J. Azéma, M. Émery, P.-A. Meyer and M. Yor (eds), Séminaire de Probabilités XXIX, Lecture Notes in Math. 1613, pp. 56-59. Berlin: Springer-Verlag.
    • (1995) Séminaire de Probabilités XXIX , pp. 56-59
    • Attal, S.1    Burdzy, K.2    Émery, M.3    Hu, Y.4
  • 2
    • 0040384676 scopus 로고
    • On the Lévy transformation of Brownian motions and continuous martingales
    • J. Azéma, P.-A. Meyer and M. Yor (eds), Lecture Notes in Math. 1557, Berlin: Springer-Verlag
    • Dubins, L., Émery, M. and Yor, M. (1993) On the Lévy transformation of Brownian motions and continuous martingales. In J. Azéma, P.-A. Meyer and M. Yor (eds), Séminaire de Probabilités XXVII, Lecture Notes in Math. 1557, pp. 122-132. Berlin: Springer-Verlag.
    • (1993) Séminaire de Probabilités XXVII , pp. 122-132
    • Dubins, L.1    Émery, M.2    Yor, M.3
  • 3
    • 17444430550 scopus 로고    scopus 로고
    • On Vershik's standardness criterion and Tsirelson's notion of cosiness
    • J. Azéma, M. Émery, M. Ledoux and M. Yor (eds), Lecture Notes in Math. 1755. Berlin: Springer-Verlag
    • Émery, M. and Schachermayer, W. (2001) On Vershik's standardness criterion and Tsirelson's notion of cosiness. In J. Azéma, M. Émery, M. Ledoux and M. Yor (eds), Séminaire de Probabilités XXXV, Lecture Notes in Math. 1755. Berlin: Springer-Verlag.
    • (2001) Séminaire de Probabilités XXXV
    • Émery, M.1    Schachermayer, W.2
  • 4
    • 33747357466 scopus 로고
    • Sur l'équation stochastique de Tsirel'son
    • J. Azéma and M. Yor (eds), Lecture Notes in Math. 986 Berlin: Springer-Verlag
    • Le Gall, J.F. and Yor, M. (1983) Sur l'équation stochastique de Tsirel'son. In J. Azéma and M. Yor (eds), Séminaire de Probabilités XVII, Lecture Notes in Math. 986, pp. 81-88. Berlin: Springer-Verlag.
    • (1983) Séminaire de Probabilités XVII , pp. 81-88
    • Le Gall, J.F.1    Yor, M.2
  • 5
    • 0001901820 scopus 로고
    • A symmetry characterization of conditionally independent increment martingales
    • D. Nualart and M. Sanz Solé (eds), Progr. Probab. 32, Basel: Birkhäuser
    • Ocone, D.L. (1993) A symmetry characterization of conditionally independent increment martingales. In D. Nualart and M. Sanz Solé (eds) Barcelona Seminar on Stochastic Analysis, Progr. Probab. 32, pp. 147-167. Basel: Birkhäuser.
    • (1993) Barcelona Seminar on Stochastic Analysis , pp. 147-167
    • Ocone, D.L.1
  • 7
    • 0002554322 scopus 로고
    • On lacunary isomorphism of monotone sequences of partitions
    • Vershik, A.M. (1968) On lacunary isomorphism of monotone sequences of partitions. Funktsional. Anal i Prilozhen., 2(3), 17-21.
    • (1968) Funktsional. Anal i Prilozhen. , vol.2 , Issue.3 , pp. 17-21
    • Vershik, A.M.1
  • 8
    • 3042673492 scopus 로고    scopus 로고
    • Some invariance properties (of the laws) of Ocone's martingales
    • J. Azéma, M. Émery, M. Ledoux and M. Yor (eds), Lecture Notes in Math. 1729, Berlin: Springer-Verlag
    • Vostrikova, L. and Yor, M. (2000) Some invariance properties (of the laws) of Ocone's martingales. In J. Azéma, M. Émery, M. Ledoux and M. Yor (eds), Séminaire de Probabilités XXXIV, Lecture Notes in Math. 1729, pp. 417-431. Berlin: Springer-Verlag.
    • (2000) Séminaire de Probabilités XXXIV , pp. 417-431
    • Vostrikova, L.1    Yor, M.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.