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Demonstration d’un théorème de F. Knight à l’aide de martingales exponentielles. (French) Zbl 0432.60057

Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 497-499 (1980).

MSC:

60G44 Martingales with continuous parameter
60H05 Stochastic integrals
60J65 Brownian motion

Citations:

Zbl 0416.00014
Full Text: Numdam EuDML