Continuity of martingales in the Brownian excursion filtration
- 1 September 1987
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 76 (3) , 291-298
- https://doi.org/10.1007/bf01297486
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Diffusions, Markov Processes, and MartingalesPublished by Cambridge University Press (CUP) ,2000
- Self-avoiding random walk: A Brownian motion model with local time driftProbability Theory and Related Fields, 1987
- Integral representation of martingales in the Brownian excursion filtrationPublished by Springer Nature ,1986
- Calculation of some conditional excursion formulaeProbability Theory and Related Fields, 1982
- Conditional excursion theoryPublished by Springer Nature ,1979