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A remark on the class of martingales with bounded quadratic variation

  • N. Kazamaki
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1372)

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References

  1. [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.MathSciNetCrossRefzbMATHGoogle Scholar
  2. [2]
    N. Kazamaki, Transformation of Hp-martingales by a change of law, Z. Wahrscheinlichkeitstheor. Verw. Geb. 46 (1979), 343–349.MathSciNetCrossRefzbMATHGoogle Scholar
  3. [3]
    J. H. Van Schuppen and E. Wong, Transformation of local martingales under a change of law, Ann. of Probability 2 (1974), 879–888.MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1989

Authors and Affiliations

  • N. Kazamaki
    • 1
  1. 1.Department of MathematicsToyama UniversityToyama 930Japan

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