Some remarkable pure martingales

DOI10.1016/S0246-0203(02)00018-3zbMath1017.60054OpenAlexW2059362614MaRDI QIDQ1868122

Samia Beghdadi-Sakrani

Publication date: 27 April 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_2_287_0

zbMATH Keywords

Brownian filtrationpure martingalestochastic Bessel equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44)

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