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On the Lévy transformation of brownian motions and continuous martingales

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Séminaire de Probabilités XXVII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1557))

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References

  1. K. E. Dambis. On the Decomposition of Continuous Martingales. Theor. Prob. Appl. 10, 1965.

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  2. L. E. Dubins & G. Schwarz. On Continuous Martingales. Proc. Nat. Acad. Sc. U.S.A. 53, 1965.

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  3. L. E. Dubins & M. Smorodinsky. The Modified, Discrete, Lévy-Transformation is Bernoulli. Séminaire de Probabilités XXVI, Lecture Notes in Mathematics 1526, Springer 1992.

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  4. T Jeulin. Application de la théorie du grossissement à l'étude des temps locaux browniens. Grossissements de filtrations: exemples et applications, Lecture Notes in Math. 1118, 197–304, Springer 1985.

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  5. D. L. Ocone. A symmetry characterization of Conditionally Independent Increment Martingales. Proceedings of the San Felice Workshop on Stochastic Analysis, D. Nualart and M. Sanz editors, Birkhäuser, to appear.

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  6. D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, Springer 1991.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of California at Berkeley, 94720, Berkeley, CA

    L. E. Dubins

  2. Université de Strasbourg et C.N.R.S., 7 rue René Descartes, 67084, Strasbourg Cedex

    M. Émery

  3. Laboratoire de Probabilités, Université de Paris VI, 4 place Jussieu, 75252, Paris Cedex 05

    M. Yor

Authors
  1. L. E. Dubins
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  2. M. Émery
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  3. M. Yor
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© 1993 Springer-Verlag

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Dubins, L.E., Émery, M., Yor, M. (1993). On the Lévy transformation of brownian motions and continuous martingales. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087970

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  • DOI: https://doi.org/10.1007/BFb0087970

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

  • eBook Packages: Springer Book Archive

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