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Zbl 0984.60045
Kurtz, David; Phan, Anthony
Correction of a paper by Attal and Émery on bidimensional Azéma martingales. (Correction à un article d'Attal et Émery sur les martingales d'Azéma bidimensionnelles.) (French)
[A] Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXXV. Berlin: Springer. Lect. Notes Math. 1755, 120-122 (2001). ISBN 3-540-41659-5

The authors exhibit a Markovian structure equation whose solution, unique in law, is a positive martingale with bounded variations and a.s. a finite number of jumps, and which converges to 0 at infinity. Incidentally, this corrects a (minor) error in a previous article of {\it S. Attal} and {\it M. Émery} [Astérisque 236, 9-21 (1996; Zbl 0863.60045)].
[Thomas Simon (Évry)]

MSC 2000:: *60G44 Martingales with continuous parameter

Keywords: martingale; structure equation

Citations: Zbl 0863.60045

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