no. 1
On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
Annales de l'I.H.P. Probabilités et statistiques, Tome 36 (2000) no. 1, pp. 35-43. 
@article{AIHPB_2000__36_1_35_0,
     author = {Martini, Claude},
     title = {On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {35--43},
     publisher = {Gauthier-Villars},
     volume = {36},
     number = {1},
     year = {2000},
     mrnumber = {1743094},
     zbl = {0947.60065},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_2000__36_1_35_0/}
}
TY  - JOUR
AU  - Martini, Claude
TI  - On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 2000
SP  - 35
EP  - 43
VL  - 36
IS  - 1
PB  - Gauthier-Villars
UR  - http://www.numdam.org/item/AIHPB_2000__36_1_35_0/
LA  - en
ID  - AIHPB_2000__36_1_35_0
ER  - 
%0 Journal Article
%A Martini, Claude
%T On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
%J Annales de l'I.H.P. Probabilités et statistiques
%D 2000
%P 35-43
%V 36
%N 1
%I Gauthier-Villars
%U http://www.numdam.org/item/AIHPB_2000__36_1_35_0/
%G en
%F AIHPB_2000__36_1_35_0
Martini, Claude. On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand. Annales de l'I.H.P. Probabilités et statistiques, Tome 36 (2000) no. 1, pp. 35-43. http://www.numdam.org/item/AIHPB_2000__36_1_35_0/

[1] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Vol. 1, Hermann, 1975. | MR | Zbl

[2] E.B. Fabes and C.E. Kenig, Examples of singular parabolic measures and singular transition probability densities, Duke Math. J. 48 (4) (1981) | MR | Zbl

[3] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin, 1991. | MR | Zbl