A continuous martingale in the plane that may spiral away to infinity
Dubins, Lester E. ; Émery, Michel ; Yor, Marc
Séminaire de probabilités de Strasbourg, Tome 25 (1991), p. 284-290 / Harvested from Numdam
Publié le : 1991-01-01
@article{SPS_1991__25__284_0,
     author = {Dubins, Lester E. and \'Emery, Michel and Yor, Marc},
     title = {A continuous martingale in the plane that may spiral away to infinity},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {25},
     year = {1991},
     pages = {284-290},
     mrnumber = {1187786},
     zbl = {0737.60036},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1991__25__284_0}
}
Dubins, Lester E.; Émery, Michel; Yor, Marc. A continuous martingale in the plane that may spiral away to infinity. Séminaire de probabilités de Strasbourg, Tome 25 (1991) pp. 284-290. http://gdmltest.u-ga.fr/item/SPS_1991__25__284_0/

[1] J. Azéma et M. Yor. Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII, Lecture Notes in Mathematics 721, Springer 1979. | Numdam | MR 544782 | Zbl 0414.60055

[2] J. Azéma et M. Yor. En guise d'introduction. Temps locaux, Astérisque 52-53, Société Mathématique de France, 1978. | MR 509476

[3] F.B. Knight. On the Sojourn Times of Killed Brownian Motion. Séminaire de Probabilités XII, Lecture Notes in Mathematics 649, Springer 1978. | Numdam | MR 520018 | Zbl 0376.60082

[4] J.B. Walsh. A Diffusion with a Discontinuous Local Time. Temps locaux, Astérisque 52-53, Société Mathématique de France, 1978.