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A remark on the class of martingales with bounded quadratic variation

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1372)

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References

  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.

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  2. N. Kazamaki, Transformation of Hp-martingales by a change of law, Z. Wahrscheinlichkeitstheor. Verw. Geb. 46 (1979), 343–349.

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  3. J. H. Van Schuppen and E. Wong, Transformation of local martingales under a change of law, Ann. of Probability 2 (1974), 879–888.

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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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  • Print ISBN: 978-3-540-51191-5

  • Online ISBN: 978-3-540-46176-0

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