Publications
Hans Föllmer — Book and selected articles in stochastic analysis and mathematical finance.
Stochastic Finance — An Introduction in Discrete Time
With Alexander Schied. de Gruyter Studies in Mathematics 27.
Fifth revised and extended edition — New
With new sections on stop-loss insurance contracts, the Fatou property of law-invariant risk measures, relative entropy, Cover’s universal portfolios, and numerous additional exercises.
Fourth revised and extended edition
With additional background material and a dozen new exercises.
Third revised and extended edition
- now with more than 100 exercises
- new chapter on dynamic risk measures
- new sections on robust utility maximization and on efficient hedging with convex risk measures
Russian edition
Translated by Yuliya Mishura and Georgiy Shevshenko. Russian edition, MCCME, Moscow.
Second revised and extended edition
First edition: ix + 422 pp., July 2002. Second edition page.
Articles
2020s
- Entropic Risk Measures on Wiener Space. To appear in: Stochastic Processes and Control with Applications to Finance, Insurance, and Data Science: A Festschrift in Honor of Robert J. Elliott. Eds. Samuel Cohen, Dilip Madan, Tan Kuen Sir, Hailiang Yang, World Scientific (2026).
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Doob Decomposition, Dirichlet Processes, and Entropies on Wiener Space.
In: Festschrift in honour of Masatoshi Fukushima’s Beiju, Proceedings in Mathematics and Statistics, Springer (2022).
PDF · 327 KB — Doob Decomposition, Dirichlet Processes, and Entropies on Wiener Space DOI — Doob Decomposition, Dirichlet Processes, and Entropies on Wiener Space
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Optimal Couplings on Wiener Space and an Extension of Talagrand’s Transport Inequality.
In: Stochastic Analysis, Filtering and Stochastic Optimization: A Commemorative Volume to Honor Mark H. Davis’s Contributions and Applications. Eds. George Yin and T. Zariphopoulou, Springer (2022).
PDF · 372 KB — Optimal Couplings on Wiener Space and an Extension of Talagrand’s Transport Inequality DOI — Optimal Couplings on Wiener Space and an Extension of Talagrand’s Transport Inequality
2010s
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Consistency Properties of Systemic Risk Measures.
In: Risk and Stochastics — Ragnar Norberg. Ed. Pauline Barrieu, World Scientific, 23–42 (2019).
PDF · 310 KB — Consistency Properties of Systemic Risk Measures DOI — Consistency Properties of Systemic Risk Measures
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The Axiomatic Approach to Risk Measures for Capital Determination (with Stefan Weber).
Annual Review of Financial Economics, Vol. 7, 301–337 (2015).
PDF · 556 KB — The Axiomatic Approach to Risk Measures for Capital Determination DOI — The Axiomatic Approach to Risk Measures for Capital Determination
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Spatial Risk Measures: Local Specification and Boundary Risk (with Claudia Klüppelberg).
In: Stochastic Analysis and Applications 2014 — In Honour of Terry Lyons. Eds. D. Crisan, B. Hambly and T. Zariphopoulou, Springer Proceedings in Mathematics & Statistics 100, 307–326 (2014).
PDF · 239 KB — Spatial Risk Measures: Local Specification and Boundary Risk DOI — Spatial Risk Measures: Local Specification and Boundary Risk
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Consistent Risk Measures and a Non-linear Extension of Backwards Martingale Convergence (with Irina Penner).
In: Festschrift Masatoshi Fukushima. Eds. Z.-Q. Chen, N. Jacob, M. Takeda, World Scientific, Interdisciplinary Mathematical Sciences, Vol. 17, 183–202 (2015).
PDF · 459 KB — Consistent Risk Measures and a Non-linear Extension of Backwards Martingale Convergence DOI — Consistent Risk Measures and a Non-linear Extension of Backwards Martingale Convergence
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Shifting Martingale Measures and the Birth of a Bubble as a Submartingale (with Francesca Biagini and Sorin Nedelcu).
Finance and Stochastics, Vol. 18, No. 2, 297–326 (2014).
PDF · 417 KB — Shifting Martingale Measures and the Birth of a Bubble as a Submartingale DOI — Shifting Martingale Measures and the Birth of a Bubble as a Submartingale
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Spatial Risk Measures and their Local Specification: The Locally Law-Invariant Case.
Statistics & Risk Modeling Vol. 31, No. 1, 79–101 (2014).
PDF · 344 KB — Spatial Risk Measures and their Local Specification: The Locally Law-Invariant Case DOI — Spatial Risk Measures and their Local Specification: The Locally Law-Invariant Case
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Probabilistic Aspects of Finance (with Alexander Schied).
Bernoulli, Vol. 19, No. 4, 1306–1326 (2013).
SSRN — Probabilistic Aspects of Finance DOI — Probabilistic Aspects of Finance
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Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios (with Thomas Knispel).
Handbook of the Fundamentals of Financial Decision Making, Part II, 507–554. Eds. L. C. MacLean and W. T. Ziemba, World Scientific (2013).
PDF · 742 KB — Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios DOI — Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios
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Convex Capital Requirements for Large Portfolios (with Thomas Knispel).
In: Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honour of Jia-an Yan. Eds. T. Zhang and X. Y. Zhou, World Scientific (2012).
PDF · 623 KB — Convex Capital Requirements for Large Portfolios DOI — Convex Capital Requirements for Large Portfolios
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Risk Assessment for Uncertain Cash Flows: Model Ambiguity, Discounting Ambiguity, and the Role of Bubbles (with Beatrice Acciaio and Irina Penner).
Finance and Stochastics, Vol. 16, No. 4, 669–709 (2012).
PDF · 488 KB — Risk Assessment for Uncertain Cash Flows: Model Ambiguity, Discounting Ambiguity, and the Role of Bubbles DOI — Risk Assessment for Uncertain Cash Flows: Model Ambiguity, Discounting Ambiguity, and the Role of Bubbles
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Entropic Risk Measures: Coherence vs. Convexity, Model Ambiguity, and Robust Large Deviations (with Thomas Knispel).
Stochastics and Dynamics, Vol. 11, Nos. 2&3, 333–351 (2011).
PDF · 408 KB — Entropic Risk Measures: Coherence vs. Convexity, Model Ambiguity, and Robust Large Deviations DOI — Entropic Risk Measures: Coherence vs. Convexity, Model Ambiguity, and Robust Large Deviations
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Monetary Valuation of Cash Flows under Knightian Uncertainty (with Irina Penner).
Int. J. Theor. Appl. Finance, Vol. 14, No. 1, 1–15 (2011).
PDF · 321 KB — Monetary Valuation of Cash Flows under Knightian Uncertainty DOI — Monetary Valuation of Cash Flows under Knightian Uncertainty
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Local Martingales and Filtration Shrinkage (with Ph. Protter).
ESAIM Probability and Statistics, Vol. 15 (special volume in honour of Marc Yor), 25–38 (2011).
PDF · 202 KB — Local Martingales and Filtration Shrinkage DOI — Local Martingales and Filtration Shrinkage
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Convex and Coherent Risk Measures (with A. Schied).
Encyclopedia of Quantitative Finance. Cont, R. (Ed.). John Wiley & Sons, pp. 355–363 (2010).
PDF · 150 KB — Convex and Coherent Risk Measures DOI — Convex and Coherent Risk Measures
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The Minimal Martingale Measure (with M. Schweizer).
Encyclopedia of Quantitative Finance. Cont, R. (Ed.). Wiley & Sons, pp. 1200–1204 (2010).
PDF · 168 KB — The Minimal Martingale Measure DOI — The Minimal Martingale Measure
2000s
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Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik.
Mitteilungen der DMV 17, 148–154 (2009).
PDF · 4.7 MB — Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik DOI — Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik
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Robust Preferences and Robust Portfolio Choice (with A. Schied and S. Weber).
Handbook of Numerical Analysis XV, Bensoussan & Zhang (Eds.), Mathematical Modeling and Numerical Methods in Finance, 29–89 (2009).
PDF — Robust Preferences and Robust Portfolio Choice DOI — Robust Preferences and Robust Portfolio Choice
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Asymptotic Arbitrage and Large Deviations (with W. Schachermayer).
Mathematics and Financial Economics 1 (3–4), 213–249 (2008).
PDF · 328 KB — Asymptotic Arbitrage and Large Deviations DOI — Asymptotic Arbitrage and Large Deviations
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On Kiyosi Itô’s Work and its Impact.
Gauss Lecture at the ICM 2006.
Proceedings of the International Congress of Mathematicians, Madrid 2006, Vol. I, 109–124. European Mathematical Society Publishing House (2007).
PDF · 964 KB — On Kiyosi Itô’s Work and its Impact DOI — On Kiyosi Itô’s Work and its Impact
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A Representation of Excessive Functions as Expected Suprema (with T. Knispel).
Probability and Mathematical Statistics 26(2), 379–394, Volume in honor of Kazimierz Urbanik (2006).
PDF · 233 KB — A Representation of Excessive Functions as Expected Suprema
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Potentials of a Markov Process are Expected Suprema (with T. Knispel).
ESAIM Probability and Statistics 11, 89–101. Special Issue in honor of Nicole El Karoui’s 60th birthday (2007).
PDF · 233 KB — Potentials of a Markov Process are Expected Suprema DOI — Potentials of a Markov Process are Expected Suprema
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Convex Risk Measures and the Dynamics of their Penalty Functions (with I. Penner).
Statistics & Decisions 24(1), 61–96 (2006).
PDF · 262 KB — Convex Risk Measures and the Dynamics of their Penalty Functions DOI — Convex Risk Measures and the Dynamics of their Penalty Functions
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Robust Projections in the Class of Martingale Measures (with A. Gundel).
Illinois Journal of Mathematics 50(2), 439–472 (2006).
PDF · 299 KB — Robust Projections in the Class of Martingale Measures DOI — Robust Projections in the Class of Martingale Measures
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Incertitude financière, mesures de risque et préférences robustes.
Actes du colloque « Aspects des mathématiques financières », Académie des Sciences Paris (Ed. M. Yor), Lavoisier (2006).
PDF (FR) · 124 KB — Incertitude financière, mesures de risque et préférences robustes PDF (EN) · 9.4 MB — Financial Uncertainty, Risk Measures, and Robust Preferences
English version: Financial Uncertainty, Risk Measures, and Robust Preferences. In: Aspects of Mathematical Finance (Ed. M. Yor), 3–15, Springer Berlin (2008).
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A Non-linear Riesz Representation in Probabilistic Potential Theory (with N. El Karoui).
Annales de l’Institut Henri Poincaré (B) Probability and Statistics 41(3), 269–283 (2004).
PDF · 203 KB — A Non-linear Riesz Representation in Probabilistic Potential Theory DOI — A Non-linear Riesz Representation in Probabilistic Potential Theory
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Equilibria in Financial Markets with Heterogeneous Agents: A Probabilistic Perspective (with U. Horst and A. Kirman).
Journal of Mathematical Economics 41(1–2), 123–155 (2005).
PDF · 337 KB — Equilibria in Financial Markets with Heterogeneous Agents: A Probabilistic Perspective DOI — Equilibria in Financial Markets with Heterogeneous Agents: A Probabilistic Perspective
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American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View (with P. Bank).
In: Paris-Princeton Lecture Notes on Mathematical Finance, Lecture Notes in Mathematics, Vol. 1814, 1–42. Eds. Carmona, Cinlar, Ekeland, Jouini, Scheinkman, Touzi. Springer Verlag (2003).
PDF · 943 KB — American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View DOI — American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View
- Stochastic Finance: An Introduction in Discrete Time (with A. Schied). de Gruyter Series in Mathematics 27, Berlin (2002, second revised edition 2004).
- Robust Preferences and Convex Measures of Risk (with A. Schied). In: Advances in Finance and Stochastics, Essays in Honor of Dieter Sondermann, 39–56. Eds. K. Sandmann, Ph. Schönbucher. Springer (2002).
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Convergence of Locally and Globally Interacting Markov Chains (with U. Horst).
Stochastic Processes and their Applications 96(1), 99–121 (2001).
PDF · 309 KB — Convergence of Locally and Globally Interacting Markov Chains DOI — Convergence of Locally and Globally Interacting Markov Chains
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Convex Measures of Risk and Trading Constraints (with A. Schied).
Finance and Stochastics 6(4), 429–447 (2002).
PDF · 269 KB — Convex Measures of Risk and Trading Constraints DOI — Convex Measures of Risk and Trading Constraints
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Probabilistic Aspects of Financial Risk.
Plenary Lecture at the Third European Congress of Mathematics.
Proceedings of the European Congress of Mathematics, Barcelona 2000, Birkhäuser (2001).
PDF · 267 KB — Probabilistic Aspects of Financial Risk DOI — Probabilistic Aspects of Financial Risk
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Weak Brownian Motions of Arbitrary Order (with C. T. Wu, M. Yor).
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 36(4), 447–478 (2000).
PDF · 331 KB — Weak Brownian Motions of Arbitrary Order DOI — Weak Brownian Motions of Arbitrary Order
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Efficient Hedging: Cost versus Shortfall Risk (with P. Leukert).
Finance and Stochastics 4, 117–146 (2000).
PDF · 292 KB — Efficient Hedging: Cost versus Shortfall Risk DOI — Efficient Hedging: Cost versus Shortfall Risk
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On Itô’s Formula for Multidimensional Brownian Motion (with Ph. Protter).
Probab. Theory Relat. Fields 116, 1–20 (2000).
PDF · 195 KB — On Itô’s Formula for Multidimensional Brownian Motion DOI — On Itô’s Formula for Multidimensional Brownian Motion
1990s
- Der Zufall in den Wirtschaftswissenschaften: Zur Rolle der Wahrscheinlichkeitstheorie in der Theorie der Finanzmärkte. Nova Acta Leopoldina NF 79, Nr. 308, 113–125 (1999).
- Canonical Decomposition of Linear Transformations of Two Independent Brownian Motions Motivated by Models of Insider Trading (with C. T. Wu, M. Yor). Stochastic Processes Appl. 84, 137–164 (1999).
- Quantile Hedging (with P. Leukert). Finance and Stochastics 3(3), 251–273 (1999).
- Richard von Mises (with U. Küchler). Mathematics in Berlin (Eds. H. G. W. Begehr, H. Koch, J. Kramer, N. Schappacher, E.-J. Thiele), 111–116. Birkhäuser (1998).
- Vom Leibniz-Kalkül zur stochastischen Analysis: Reines und Angewandtes aus der Mathematik zufälliger Schwankungen. Leopoldina (R.3) 43, 249–257 (1998).
- Ein Nobelpreis für Mathematik? DMV-Mitteilungen 1/98, 4–7 (1998).
- Optional Decomposition and Lagrange Multipliers (with Y. Kabanov). Finance & Stochastics 2(1), 69–81 (1998).
- Zur Versicherungsmathematik von Derivaten. Der Aktuar 3/4, 158–161 (1997).
- Optional Decompositions under Constraints (with D. Kramkov). Probab. Theory Relat. Fields 109, 1–25 (1997).
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Entropy Minimization and Schrödinger Processes in Infinite Dimensions (with N. Gantert).
Annals of Probability 25, 901–926 (1997).
DOI — Entropy Minimization and Schrödinger Processes in Infinite Dimensions
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Quadratic Covariation and an Extension of Itô’s Formula (with Ph. Protter and A. N. Shiryaev).
Bernoulli 1, 149–169 (1995).
DOI — Quadratic Covariation and an Extension of Itô’s Formula
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Stock Price Fluctuation as a Diffusion in a Random Environment.
Phil. Trans. R. Soc. Lond. A 347, 471–483 (1994).
DOI — Stock Price Fluctuation as a Diffusion in a Random Environment
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A Microeconomic Approach to Diffusion Models for Stock Prices (with M. Schweizer).
Mathematical Finance 3(1), 1–23 (1993).
DOI — A Microeconomic Approach to Diffusion Models for Stock Prices
- Cancelling Anticipation by a Girsanov Transformation: A Paradox on Wiener Space (with P. Imkeller). Annales Inst. H. Poincaré 29(4), 569–586 (1993).
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Anticipating Girsanov Transformations: A Conditional Approach (with R. Buckdahn).
Probab. Theory Relat. Fields 95, 311–330 (1993).
DOI — Anticipating Girsanov Transformations: A Conditional Approach
- Probabilistic Aspects of Options. Rolf Nevanlinna Institute Reports B6, Helsinki (1991).
- Orthogonal Martingale Representation (with R. J. Elliott). Stochastic Analysis, in honor of Moshe Zakai. Eds. E. Mayer-Wolf, E. Merzbach, A. Schwartz, Academic Press (1991).
- Martin Boundaries on Wiener Space. Diffusion Processes and Related Problems in Analysis, Vol. I. Ed. M. Pinsky, Progress in Probability 22, 3–16, Birkhäuser (1991).
- Hedging of Contingent Claims under Incomplete Information (with M. Schweizer). Applied Stochastic Analysis. Eds. M. H. A. Davis and R. J. Elliott, 389–414, Gordon and Breach, London (1990).
1980s
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Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading (with M. Schweizer).
ASTIN Bulletin 18(2), 147–160 (1988).
DOI — Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading
- Large Deviations and Surface Entropy (with M. Ort). Colloque Paul Lévy sur les Processus Stochastiques. Astérisque 157/158, 173–190 (1988).
- Random Fields and Diffusion Processes. École d’Été de Probabilités de St. Flour XVI. Lecture Notes in Mathematics 1362, Springer, 101–203 (1988).
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Large Deviations for the Empirical Field of a Gibbs Measure (with S. Orey).
Annals of Probability 16(3), 961–977 (1988).
DOI — Large Deviations for the Empirical Field of a Gibbs Measure
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On Large Deviations and Relative Entropy of Markov Random Fields.
Stochastic Differential Systems. Eds. H. J. Engelbert, W. Schmidt, Lecture Notes in Control and Information Sciences 96, Springer, 27–32 (1987).
DOI — On Large Deviations and Relative Entropy of Markov Random Fields
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A Minimal Fluctuation Property for Coin Tossing and Locally Symmetric Martingales (with J. M. Clark).
Stochastic Differential Systems. Lecture Notes in Control and Information Sciences 96, Springer, 333–337 (1987).
DOI — A Minimal Fluctuation Property for Coin Tossing and Locally Symmetric Martingales
- Time Reversal and Smoothing of Infinite-dimensional Diffusion Processes (with J. D. Deuschel). Proc. 1st Int. Ascona-Como meeting, Stochastic Processes in Classical and Quantum Systems. Lecture Notes in Physics 262, Springer, 179–186 (1986).
- Hedging of Non-redundant Contingent Claims (with D. Sondermann). Contributions to Mathematical Economics. In Honor of G. Debreu. Eds. W. Hildenbrand and A. Mas-Colell, Elsevier Science Publ., North-Holland, 205–223 (1986).
- Time Reversal of Infinite-dimensional Diffusions (with A. Wakolbinger). Stochastic Processes and their Applications 22, 59–77 (1986).
- Time Reversal on Wiener Space. Stochastic Processes — Mathematics and Physics. Lecture Notes in Mathematics 1158, Springer, 119–129 (1986).
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An Entropy Approach to the Time Reversal of Diffusion Processes.
Stochastic Differential Systems, Marseille-Luminy. Lecture Notes in Control and Information Sciences 69, Springer, 156–163 (1985).
DOI — An Entropy Approach to the Time Reversal of Diffusion Processes
- Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Perspectives in Mathematics, Anniversary of Oberwolfach 1984, Birkhäuser, 159–190 (1984).
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Almost Sure Convergence of Multiparameter Martingales for Markov Random Fields.
Annals of Probability 12(1), 133–140 (1984).
DOI — Almost Sure Convergence of Multiparameter Martingales for Markov Random Fields
- A Covariance Estimate for Gibbs Measures. J. of Functional Analysis 46(3), 387–395 (1982).
- Dirichlet Processes. Stochastic Integrals, Lecture Notes in Mathematics 851, Springer, 476–478 (1981).
- Calcul d’Itô sans Probabilités. Sém. Probabilités Strasbourg XV, Lecture Notes in Mathematics 850, Springer, 143–150 (1981).
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Local Interactions with a Global Signal: A Voter Model.
Biological Growth and Spread, Mathematical Theories and Applications. Lecture Notes in Biomathematics 38, Springer, 141–144 (1980).
DOI — Local Interactions with a Global Signal: A Voter Model
- On the Global Markov Property. Quantum Fields — Algebras, Processes (Ed. L. Streit), Springer-Verlag Wien, 293–302 (1980).
1970s
- Macroscopic Convergence of Markov Chains on Infinite Product Spaces. In: Colloquia Mathematica Soc. Janos Bolyai 27, Random Fields, 363–371 (1979).
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Tail Structure of Markov Chains on Infinite Product Spaces.
Z. Wahrscheinlichkeitstheorie verw. Geb. 50, 273–285 (1979).
DOI — Tail Structure of Markov Chains on Infinite Product Spaces
- Martingale Criteria for Stochastic Stability. Probability Theory, Banach Center Publications Vol. 5, Warsaw, 89–96 (1979).
- Quasimartingales à deux indices. C. R. Acad. Sc. Paris, t. 288, Sr. A, 61–64 (1979).
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On the Asymptotic Behavior of Stochastic Economic Processes (with M. Majumdar).
J. of Mathematical Economics 5, 275–287 (1978).
DOI — On the Asymptotic Behavior of Stochastic Economic Processes
- Zur Dynamik interdependenter Präferenzen. Quantitative Wirtschaftsforschung (Ed. H. Albach et al.), Mohr-Verlag Tübingen, 199–206 (1977).
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An “Inner” Variational Principle for Markov Fields on a Graph (with J. L. Snell).
Z. Wahrscheinlichkeitstheorie verw. Geb. 39, 187–195 (1977).
DOI — An “Inner” Variational Principle for Markov Fields on a Graph
- Martingales and Potential Theory. Proceedings of the Eight Brazilian Mathematical Colloquium, Pocos de Caldas 1971. Inst. Mat. Pura Apl., Rio de Janeiro, 131–140 (1977).
- The Bernoulli Principle and the Dirichlet Problem. Mathematical Economics and Game Theory, Essays in Honor of O. Morgenstern. Lecture Notes in Economics and Mathematical Systems 141, Springer, 208–217 (1977).
- A Liapunov Principle for Semimartingales. Proceedings of the AMS Symposia in Pure Mathematics, Vol. 31, 15–21 (1977).
- On the Potential Theory of Stochastic Fields. Bulletin of the International Statistical Institute Vol. 46, Invited Papers, 362–370 (1975).
- Stochastische Bewegungen und ihre ersten Integrale. Jahresber. Deutsch. Math. Verein. 76, 199–216 (1975).
- Phase Transition and Martin Boundary. Sém. Prob. Strasbourg IX, Lecture Notes in Mathematics 465, 305–317 (1975).
- Relative Densities of Semimartingales (with H. Airault). Inventiones Math. 27, 299–327 (1974).
- Random Economies with many Interacting Agents. J. of Mathematical Economics 1, 51–62 (1974).
- Stochastic Holomorphy. Mathematische Annalen 207, 245–255 (1974).
- On Entropy and Information Gain in Random Fields. Z. Wahrscheinlichkeitstheorie verw. Geb. 26, 207–217 (1973).
- On the Representation of Semimartingales. Annals of Probability 1(4), 580–589 (1973).
- Optimal Stopping of Constrained Brownian Motion. J. of Applied Probability 9, 557–571 (1972).
- The Exit Measure of a Supermartingale. Z. Wahrscheinlichkeitstheorie verw. Geb. 21, 154–166 (1972).
- Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Elliptische Differentialgleichungen II (Ed. G. Anger), Akademie-Verlag Berlin, 113–118 (1971).
1960s
- Feine Topologie am Martinrand eines Standardprozesses. Z. Wahrscheinlichkeitstheorie verw. Geb. 12, 127–144 (1969).