Keywords
- Brownian Motion
- Stochastic Differential Equation
- Wiener Process
- Time Change
- Dirichlet Form
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Watanabe, S. (1999). The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXIII. Lecture Notes in Mathematics, vol 1709. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096517
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DOI: https://doi.org/10.1007/BFb0096517
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