Cocozza, C.; Yor, M. 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). 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 60H05 Stochastic integrals 60J65 Brownian motion Keywords:local martingales; Brownian motion; Ito formula Citations:Zbl 0416.00014 PDFBibTeX XML Full Text: Numdam EuDML