On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem
Séminaire de probabilités de Strasbourg, Volume 31  (1997), p. 256-265
@article{SPS_1997__31__256_0,
     author = {Takaoka, Koichiro},
     title = {On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {31},
     year = {1997},
     pages = {256-265},
     zbl = {0884.60075},
     mrnumber = {1478735},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1997__31__256_0}
}
Takaoka, Koichiro. On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem. Séminaire de probabilités de Strasbourg, Volume 31 (1997) , pp. 256-265. http://www.numdam.org/item/SPS_1997__31__256_0/

[1] Bertoin, J., An extension of Pitman's theorem for spectrally positive Lévy processes, Ann. Prob. 20 (1993), 1463-1483. | MR 1175272 | Zbl 0760.60068

[2] Pitman, J., One-dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Prob. 7 (1975), 511-526. | MR 375485 | Zbl 0332.60055

[3] Rauscher, B., Some remarks on Pitman's theorem, in this volume of the Séminaire de Probabilités. | Numdam | Zbl 0884.60076

[4] Revuz, D. & Yor, M., Continuous martingales and Brownian motion, Second edition, Springer (1994). | Zbl 0804.60001

[5] Saisho, Y. & Tanemura, H., Pitman type theorem for one-dimensional diffusion processes, Tokyo J. Math. 13 (1990), 429-440. | Zbl 0722.60082

[6] Tanaka, H., Time reversal of random walks in dimension one, Tokyo J. Math. 12 (1989), 159-174. | MR 1001739 | Zbl 0692.60052

[7] _, Time reversal of random walks in Rd, Tokyo J. Math. 13 (1990), 375-389. | MR 1088238 | Zbl 0734.60075

[8] Yamada, T. & Watanabe, S., On the uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ. 11 (1971), 155-167. | Zbl 0236.60037

[9] Yor, M., Some Aspects of Brownian Motion Part II: Some Recent Martingale Problems, ETH Lecture Notes in Mathematics, Birkhäuser (to appear). | MR 1442263 | Zbl 0880.60082