A remark on the class of martingales with bounded quadratic variation
Séminaire de probabilités de Strasbourg (1989)
- Volume: 23, page 47-51
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topKazamaki, Norihiko. "A remark on the class of martingales with bounded quadratic variation." Séminaire de probabilités de Strasbourg 23 (1989): 47-51. <http://eudml.org/doc/113696>.
@article{Kazamaki1989,
author = {Kazamaki, Norihiko},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping time; local martingale; uniformly integrable martingale},
language = {fre},
pages = {47-51},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A remark on the class of martingales with bounded quadratic variation},
url = {http://eudml.org/doc/113696},
volume = {23},
year = {1989},
}
TY - JOUR
AU - Kazamaki, Norihiko
TI - A remark on the class of martingales with bounded quadratic variation
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 47
EP - 51
LA - fre
KW - stopping time; local martingale; uniformly integrable martingale
UR - http://eudml.org/doc/113696
ER -
References
top- [1] M. Emery, C. Stricker and J.A. Yan, Valeurs prises par les martingales locales continues à un instant donné, Ann. of Probability, 11 (1983), 635-641. Zbl0517.60055MR704549
- [2] N. Kazamaki, Transformation of Hp-martingales by a change of law, Z. Wahrscheinlichkeitstheor. Verw. Geb.46 (1979), 343 - 349. Zbl0398.60051MR521712
- [3] J.H. Van Schuppenand E. Wong, Transformation of local martingales under a change of law, Ann. of Probability2 (1974), 879-888. Zbl0321.60040MR358970
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