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Some invariance properties (of the laws) of Ocone’s martingales

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1729)

Keywords

  • Brownian Motion
  • Predictable Process
  • Martingale Property
  • Natural Filtration
  • Continuous Martingale

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References

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Vostrikova, L., Yor, M. (2000). Some invariance properties (of the laws) of Ocone’s martingales. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103817

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  • DOI: https://doi.org/10.1007/BFb0103817

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