Some remarks on the martingales satisfying the structure equation
Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 87-97
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@article{SPS_2001__35__87_0, author = {Chao, Tsung Ming and Chou, Ching Sung}, title = {Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {87--97}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {35}, year = {2001}, mrnumber = {1837277}, zbl = {0982.60033}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/} }
TY - JOUR AU - Chao, Tsung Ming AU - Chou, Ching Sung TI - Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$ JO - Séminaire de probabilités de Strasbourg PY - 2001 SP - 87 EP - 97 VL - 35 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/ LA - en ID - SPS_2001__35__87_0 ER -
%0 Journal Article %A Chao, Tsung Ming %A Chou, Ching Sung %T Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$ %J Séminaire de probabilités de Strasbourg %D 2001 %P 87-97 %V 35 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/ %G en %F SPS_2001__35__87_0
Chao, Tsung Ming; Chou, Ching Sung. Some remarks on the martingales satisfying the structure equation ${[X,X]}_t= t+\int _0^t\beta X_{s^-}\,dX_s$. Séminaire de probabilités de Strasbourg, Tome 35 (2001), pp. 87-97. http://geodesic.mathdoc.fr/item/SPS_2001__35__87_0/