@article{SPS_1999__33__277_0, author = {Watanabe, Shinzo}, title = {The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {277--290}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {33}, year = {1999}, mrnumber = {1768001}, zbl = {0953.60069}, language = {en}, url = {http://www.numdam.org/item/SPS_1999__33__277_0/} }
TY - JOUR AU - Watanabe, Shinzo TI - The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane JO - Séminaire de probabilités de Strasbourg PY - 1999 SP - 277 EP - 290 VL - 33 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1999__33__277_0/ LA - en ID - SPS_1999__33__277_0 ER -
%0 Journal Article %A Watanabe, Shinzo %T The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane %J Séminaire de probabilités de Strasbourg %D 1999 %P 277-290 %V 33 %I Springer - Lecture Notes in Mathematics %U http://www.numdam.org/item/SPS_1999__33__277_0/ %G en %F SPS_1999__33__277_0
Watanabe, Shinzo. The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane. Séminaire de probabilités de Strasbourg, Tome 33 (1999), pp. 277-290. http://www.numdam.org/item/SPS_1999__33__277_0/
[BEKSY] Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes, Séminaire de Probabilités XXXII, LNM 1686, Springer, Berlin (1998), 264-305 | Numdam | MR | Zbl
, , et ,[BPY] On Walsh's Brownian motions, Séminaire de Probabilités XXIII, LNM 1372, Springer, Berlin (1989), 275-293 | Numdam | MR | Zbl
, and ,[DV] The multiplicity of an increasing family of σ-fields, Annals of Probab., 2(1974), 958-963 | MR | Zbl
and ,[DFST] Decreasing sequences of σ-fields and a measure change for Brownian motion, Annals of Probab., 24(1996), 882-904 | MR | Zbl
, , and ,[EY] Sur un théorème de Tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux, Séminaire de Probabilités XXXII, LNM 1686, Springer, Berlin (1998), 306-312 | Numdam | MR | Zbl
et ,[FOT] Dirichlet Forms and Symmetric Markov Processes, Walter de Gruyter, Berlin-New York, 1994 | MR | Zbl
, and ,[H] Canonical representation of Gaussian processes and their applications, Mem. Colleg. Sci. Univ. Kyoto, A, 33(1960), 109-155 | MR | Zbl
,[IW 1] The Local Structure of Diffusion Processes, (Kakusan-Katei no Kyokusho Kôzô), Seminar on Probab. Vol. 35, Kakuritsuron Seminar, 1971 (in Japanese) | MR
and ,[IW 2] The local structure of a class of diffusions and related problems, Proc. 2nd. Japan-USSR Symp, LNM 330, Springer, Berlin (1973), 124-169 | MR | Zbl
and ,[IW 3] Stochastic Differential Equations and Diffusion Processes, Second Edition, North-Holland/Kodansha, Amsterdam/Tokyo, 1988 | MR | Zbl
and ,[I] Poisson point processes attached to Markov processes, in Kiyosi Itô, Selected Papers, Springer, New York (1987), 543-557, Originally published in Proc. Sixth Berkeley Symp. Math. Statist. Prob. III(1970), 225-239 | MR | Zbl
,[KW] On square integrable martingales, Nagoya Math Jour. 30(1967), 209-245 | MR | Zbl
and ,[MW] On a class of additive functionals of Markov processes, J. Math. Kyoto Univ. 4(1965), 429-469 | MR | Zbl
and ,[N] Remark on the canonical representation of strictly stationary processes, J. Math. Kyoto Univ. 1(1961), 129-146 | MR | Zbl
,[RY] Continuous Martingales and Brownian Motion, Springer, Berlin, 1991 | MR | Zbl
and ,[S] Random processes in infinite dimensional spaces, Proc. ICM. 1986, Berkeley, Amer. Math. Soc., 163-171 (in Russian). | Zbl
,[T] Triple points: From non-Brownian filtrations to harmonic measures, Geom. Func. Anal. 7(1997), 1096-1142 | MR | Zbl
,[War] On the joining of sticky Brownian motion, in this volume. | Numdam | Zbl
,[Wat] Construction of semimartingales from pieces by the method of excursion point processes, Ann. Inst. Henri Poincaré 23(1987), 293-320 | Numdam | MR | Zbl
,[We] Quasi-processus, Séminaire de Probabilités IV, LNM 124, Springer, Berlin (1970), 216-239 | Numdam | MR | Zbl
,[Y] Some Aspects of Brownian Motion, Part II, Lectures in Math. ETH Zürich, Birkhauser, 1997 | MR | Zbl
,