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References
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.
N. Kazamaki, Transformation of Hp-martingales by a change of law, Z. Wahrscheinlichkeitstheor. Verw. Geb. 46 (1979), 343–349.
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© 1989 Springer-Verlag
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Kazamaki, N. (1989). A remark on the class of martingales with bounded quadratic variation. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIII. Lecture Notes in Mathematics, vol 1372. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083958
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DOI: https://doi.org/10.1007/BFb0083958
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