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Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems

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Cover of 'Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems'

Table of Contents

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    Book Overview
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    Chapter 1 On principal values of Brownian and Bessel local times
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    Chapter 2 Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes
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    Chapter 3 Some examples and applications of enlargements of filtrations
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    Chapter 4 Martingale inequalities at any time
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    Chapter 5 On the martingales which vanish on the set of Brownian zeroes
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    Chapter 6 On Azéma’s martingales and the chaos representation property
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    Chapter 7 The filtration of truncated Brownian motion
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    Chapter 8 The Brownian filtration, Tsirel’son’s examples, and Walsh’s Brownian motions
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    Chapter 9 Complements relative to Part I (Chapters 1 to 9)
Attention for Chapter 1: On principal values of Brownian and Bessel local times
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Chapter title
On principal values of Brownian and Bessel local times
Chapter number 1
Book title
Some Aspects of Brownian Motion
Published by
Birkhäuser, Basel, January 1997
DOI 10.1007/978-3-0348-8954-4_1
Book ISBNs
978-3-76-435717-7, 978-3-03-488954-4
Authors

Marc Yor

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