The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
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Publication:1960923
DOI10.1007/s004400050240zbMath0960.60046OpenAlexW2149286090MaRDI QIDQ1960923
Marc Yor, Xue-Mei Li, K. David Elworthy
Publication date: 13 May 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050240
Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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