The hitting characteristics of a strong Markov process, with applications to continuous martingales in $R^n$
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- by G. E. Denzel PDF
- Bull. Amer. Math. Soc. 72 (1966), 1026-1027
References
- Michael A. Arbib, Hitting and Martingale characterizations of one-dimensional diffusions, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 4 (1965), 232–247 (1965). MR 192551, DOI 10.1007/BF00533754
- Paul Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars & Cie, Paris, 1965 (French). Suivi d’une note de M. Loève; Deuxième édition revue et augmentée. MR 0190953
- K. È. Dambis, On decomposition of continuous submartingales, Teor. Verojatnost. i Primenen. 10 (1965), 438–448 (Russian, with English summary). MR 0202179
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Additional Information
- Journal: Bull. Amer. Math. Soc. 72 (1966), 1026-1027
- DOI: https://doi.org/10.1090/S0002-9904-1966-11627-0
- MathSciNet review: 0198539