Auerhan, J.; Lepingle, D.; Yor, M. Construction d’une martingale réelle continue, de filtration naturelle donnée. (French) Zbl 0432.60056 Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 200-204 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 60G44 Martingales with continuous parameter 60J65 Brownian motion Keywords:Brownian motion; continuous local martingale Citations:Zbl 0416.00014 PDFBibTeX XML Full Text: Numdam EuDML