Download this PDF file Fullscreen Fullscreen Off
References
- Grimmet G. R. and Stirzaker D. R. (1992). Probability and random processes. Oxford Science Publications. Oxford. Math. Review 93m:60002
- Jacod J. and Shiryaev A. N. (1987). Limit theorems for stochastic processes. Berlin: Springer-Verlag. Math. Review 89k:60044
- Protter P. (1992). Stochastic integration and differential equations. A new approach. Berlin: Springer-Verlag. Math. Review 91i:60148
- Revuz D. and Yor M. (1999). Continuous martingales and Brownian motion. Berlin: Springer-Verlag Math. Review 2000h:60050
- Stroock D. W. and Yor M. (1981). Some remarkable martingales. In SÃminaire de ProbabilitÃs XV, 590-603. Berlin: Springer-Verlag Math. Review 82i:60085
- Van Zanten, J. H. (2002). Continuous Ocone martingales as weak limits of rescaled martingales. Electronic Communications in Probability 7, 215-222 Math. Review 2003k:60095
- Vostrikova, L. and Yor, M. (2000). Some invariance properties of the laws of Ocone martingales. In SÃminaire de ProbabilitÃs XXXIV, 417-431. Berlin: Springer-Verlag Math. Review 2001i:60137

This work is licensed under a Creative Commons Attribution 3.0 License.