Constructing self-similar martingales via two Skorokhod embeddings

Francis Hirsch; Christophe Profeta; Bernard Roynette; Marc Yor

hal-00610188, version 1

Constructing self-similar martingales via two Skorokhod embeddings

Francis Hirsch ¹, Christophe Profeta () ², Bernard Roynette () ², Marc Yor ³

Séminaire de probabilités XLIII Springer (Ed.) (2011) 451-503

1: Laboratoire d'analyse et probabilités
Université d'Evry-Val d'Essonne : EA2172
2: Institut Elie Cartan Nancy (IECN)
CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL)
3: Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot

hal-00610188, version 1
http://hal.archives-ouvertes.fr/hal-00610188
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From: Philippe Macé <>
Submitted on: Thursday, 21 July 2011 12:08:11
Updated on: Friday, 22 July 2011 09:47:47

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DOI: 10.1007/978-3-642-15217-7_21

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