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Some invariance properties (of the laws) of Ocone’s martingales

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Séminaire de Probabilités XXXIV

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1729))

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References

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Author information

Authors and Affiliations

  1. Faculté des Sciences - Département de Mathématiques, Université d’Angers, 2, Boulevard Lavoisier, 49045, Angers Cedex 01

    L. Vostrikova

  2. Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, Tour 56 - 3ème Etage - 4, place Jussieu, F - 75252, Paris Cedex 05

    M. Yor

Authors
  1. L. Vostrikova
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  2. M. Yor
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Jacques Azéma Michel Ledoux Michel Émery Marc Yor

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© 2000 Springer-Verlag

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Vostrikova, L., Yor, M. (2000). Some invariance properties (of the laws) of Ocone’s martingales. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103817

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  • DOI: https://doi.org/10.1007/BFb0103817

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-67314-9

  • Online ISBN: 978-3-540-46413-6

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