References 373[T 00] M.S. Taqqu, (2000),Bachelier and his Times: A Conversation with
Bernard Bru. Finance and Stochastics, vol. 5, no. 1, pp. 2–32.
[T 99] N. Touzi, (1999),Super-replication under proportional transaction costs:
from discrete to continuous-time models. Mathematical Methods of Op-
eration Research, vol. 50, pp. 297–320.
[W 23] N. Wiener, (1923),Differential space. J. Math. Phys., vol. 2, pp. 131–174.
[W 91] D. Williams, (1991),Probability with Martingales. Cambridge University
Press.
[W 99a] C.-T. Wu, (1999),Construction of Brownian motions in enlarged filtra-
tions and their role in mathematical models of insider trading. Dissertation
Humboldt-Universit ̈at zu Berlin.
[W 99b] C.-T. Wu, (1999),Brownian motions in enlarged filtrations and a case
study in insider trading.Preprint.
[WY 02] C.-T. Wu, M. Yor, (2002),Linear transformations of two independent
Brownian motions and orthogonal decompositions of Brownian filtrations.
Publications Matem`atiques, vol. 46, pp. 237–256.
[XY 00] J. Xia, J.A. Yan, (2000),Martingale measure method for expected utility
maximisation and valuation in incomplete markets.Preprint.
[Y 80] J.A. Yan, (1980),Caract ́erisation d’ une classe d’ensembles convexes de
L^1 ouH^1 .In:J.Az ́ema, M. Yor (eds.), S ́eminaire de Probabilit ́es XIV,
Springer Lecture Notes in Mathematics 784, pp. 220–222.
[Y 05] J.A. Yan, (2005),ANum ́eraire-free and Original Probability Based Frame-
work for Financial Markets. In: Proceedings of the ICM 2002, vol. III,
Beijing, pp. 861–874, World Scientific Publishers.
[Y 78a] M. Yor, (1978),Sous-espaces denses dansL^1 ouH^1 et repr ́esentation des
martingales. In: C. Dellacherie et al. (eds.), S ́eminaire de Probabilit ́es XII,
Springer Lecture Notes in Mathematics 649, pp. 265–309.
[Y 78b] M. Yor, (1978),In ́ egalit ́es entre processus minces et applications.C.R.
Acad. Sci., Paris, Ser. A 286, pp. 799–801.
[Y 01] M. Yor, (2001),Exponential Functionals of Brownian Motion and Related
Processes. Springer Finance.
[Z 05] G. Zitkovic, (2005),A filtered version of the Bipolar Theorem of Brannath
and Schachermayer. Journal of Theoretical Probability, vol. 15, no. 1, pp.
41–61.