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Nagoya Mathematical Journal

On square integrable martingales

Hiroshi Kunita and Shinzo Watanabe
Source: Nagoya Math. J. Volume 30 (1967), 209-245.
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Primary Subjects: 60.40
Full-text: Open access
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.nmj/1118796812
Mathematical Reviews number (MathSciNet): MR0217856
Zentralblatt MATH identifier: 0167.46602

References

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Mathematical Reviews (MathSciNet): MR15:445b
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Mathematical Reviews (MathSciNet): MR31:2756
Zentralblatt MATH: 0203.17504
Digital Object Identifier: doi:10.1073/pnas.53.5.913
[4] K. It,Lectures on stochastic processes, Tata Instituteof Fundamental Research, Bombay (1961).
Mathematical Reviews (MathSciNet): MR759892
Zentralblatt MATH: 0561.60068
[5] K. It, S. Watanabe, Transformation of Markov process by multiplicative functional, Ann. Inst. Fourier, Grenoble 15(1965), 13-30.
Mathematical Reviews (MathSciNet): MR32:1755
Zentralblatt MATH: 0141.15103
Digital Object Identifier: doi:10.5802/aif.192
[6] H. Kunita, T Watanabe, Notes on transformations of Markov processes connected with multiplicative functionals, Mem. Fac. Sci. Kyushu Univ. 17(1963), 181-191.
Mathematical Reviews (MathSciNet): MR29:661
Zentralblatt MATH: 0144.40203
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[7] P. Levy, Theorie de addition des variables aleatoires, Paris (1937).
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[8] P.A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6(1962), 193-205.
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Project Euclid: euclid.ijm/1255632318
[9] P.A. Meyer, Decompositions of supermartingales The uniqueness theorem, Illinois J. Math. 7(1963), 1-17.
Mathematical Reviews (MathSciNet): MR26:1927
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Project Euclid: euclid.ijm/1255637477
[10] M. Motoo, S. Watanabe, On a class of additive functionals of Markov process, J. Math. Kyoto Univ. 4(1965), 429-469.
Mathematical Reviews (MathSciNet): MR33:4994
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Project Euclid: euclid.kjm/1250524600
[11] S. Watanabe, On discontinuous additive functionals and Levy measures of a Markov process, Japanese J. Math. 36(1964), 53-70.
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[12] A.D. Wentzel, Additive functionals of multidimensional Wiener process, D.A.N. SSSR, 139(1961), 13-16. University of Illinois, Nagoya University and Stanford University, Kyoto University
Mathematical Reviews (MathSciNet): MR25:2637

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