Infinitesimal behaviour of a continuous local martingale
Séminaire de probabilités de Strasbourg, Volume 26 (1992), pp. 398-404.
@article{SPS_1992__26__398_0,
     author = {Delbaen, Freddy},
     title = {Infinitesimal behaviour of a continuous local martingale},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {398--404},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {26},
     year = {1992},
     mrnumber = {1232005},
     zbl = {0764.60046},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1992__26__398_0/}
}
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Delbaen, Freddy. Infinitesimal behaviour of a continuous local martingale. Séminaire de probabilités de Strasbourg, Volume 26 (1992), pp. 398-404. http://www.numdam.org/item/SPS_1992__26__398_0/

[1] Aldous,D. : Weak convergence of stochastic processes viewed in the Strasbourg manner. Preprint 1978. | MR

[2] Dellacherie, C. - Meyer,P.A. : Probabilités et Potentiel, tome ii : Chapitres V à VIII: Théorie des martingales. Hermann, Paris, 1980 | MR | Zbl

[3] Dellacherie, C. - Meyer,P.A. : Probabilités et Potentiel, tome iv : Chapitres XII à XVI: Théorie des processus de Markov. Hermann, Paris, 1987 | Zbl