Download this PDF file Fullscreen Fullscreen Off
References
- Azéma, Jacques. Quelques applications de la théorie générale des processus. I. (French) Invent. Math. 18 (1972), 293--336. MR0326848
- Azéma, Jacques; Yor, Marc. Une solution simple au problème de Skorokhod. (French) Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), pp. 90--115, Lecture Notes in Math., 721, Springer, Berlin, 1979. MR0544782
- Revuz, Daniel; Yor, Marc. Continuous martingales and Brownian motion. Third edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 293. Springer-Verlag, Berlin, 1999. xiv+602 pp. ISBN: 3-540-64325-7 MR1725357

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