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The hitting characteristics of a strong Markov process, with applications to continuous martingales in $R^n$
Author(s):
G. E.
Denzel
Journal:
Bull. Amer. Math. Soc.
72
(1966),
1026-1027.
MathSciNet review:
0198539
Retrieve article in:
PDF
References |
Additional information
References:
- 1.
- M. Arbib, Hitting and martingale characterizations of one-dimensional diffusions, Z. Wahrsch. 3 (1965), 232-247. MR 192551
- 2.
- P. Lèvy, Processus stochastiques et mouvement Brownien, Gauthier-Villars, Paris, 1948, p. 78. MR 190953
- 3.
- K. E. Dambis, On the decomposition of continuous submartingales, Teor. Verojatnost. i Primenen. 10 (1965), 438-448. (Russian) MR 202179
- 4.
- L. E. Dubins and Gideon Schwarz, On continuous martingales, Proc. Nat. Acad. Sci. 53 (1965), 913-916. MR 178499
- 5.
- Hiroshi Kunita and Shinzo Watanabe, On square integrable martingales, Privately communicated preprint, 1966. MR 217856
Additional Information:
DOI:
10.1090/S0002-9904-1966-11627-0
PII:
S 0002-9904(1966)11627-0
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