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Integral representation of martingales in the Brownian excursion filtration

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Séminaire de Probabilités XX 1984/85

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

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Authors and Affiliations

  1. Department of Mathematics, Maynooth College, Co. Kildare, Ireland

    Paul McGill

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  1. Paul McGill
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Jacques Azéma Marc Yor

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© 1986 Springer-Verlag

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McGill, P. (1986). Integral representation of martingales in the Brownian excursion filtration. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075736

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  • DOI: https://doi.org/10.1007/BFb0075736

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

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