Issue
ESAIM: PS
Volume 15, 2011
Supplement: In honor of Marc Yor
Page(s) S39 - S57
DOI https://doi.org/10.1051/ps/2010026
Published online 19 May 2011
  1. K. Bichteler, Stochastic integration with jumps. Cambridge University Press (2002).
  2. K. Ciesielski, How good is Lebesgue measure? Math. Intell. 11 (1989) 54–58. [CrossRef]
  3. C. Dellacherie and P.-A. Meyer, Un nouveau théorème de projection et de section, in Séminaire de Probabilités XXVI. Lecture Notes in Math. 1526. Springer (1975) 239–245.
  4. C. Dellacherie and P.-A. Meyer, Probabilités et potentiel, Volume 1. Hermann, Paris (1976).
  5. C. Dellacherie and P.-A. Meyer, Probabilités et potentiel, Volume 2. Hermann, Paris (1980).
  6. H. Föllmer, The exit measure of a supermartingale. Z. Wahrscheinlichkeitstheorie verw. Geb. 21 (1972) 154–166. [CrossRef]
  7. H. Föllmer and P. Imkeller, Anticipation cancelled by a Girsanov transformation: a paradox on Wiener space. Ann. Inst. H. Poincaré 29 (1993) 569–586.
  8. J. Jacod and A. Shiryaev, Limit theorems for stochastic processes. 2nd edition. Springer (2003).
  9. K.R. Parthasarathy, Probability measures on metric spaces. Academic Press, New York (1967).
  10. D.-W. Stroock and S.-R.-S. Varadhan, Multidimensional diffusion processes, Classics in Mathematics. Springer-Verlag, Berlin (2006). Reprint of the 1997 edition.

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