The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0096517
Reference21 articles.
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4. [DFST] L. Dubins, J. Feldman, M. Smorodinsky and B. Tsirelson, Decreasing sequences of σ-fields and a measure change for Brownian motion, Annals of Probab., 24(1996), 882–904
5. LNM;M. Émery,1998
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