The uniqueness class of continuous local martingales

Beghdadi-Sakrani, Samia

Bernoulli, Tome 8 (2002) no. 2, p. 207-217 / Harvested from Project Euclid

Résumé

We study some properties of the class \mathcal{U} of laws of a continuous local martingale which is determined by the law of its quadratic variation, and we give a `simple' characterization of this class.

Publié le : 2002-04-14
Classification: Ocone martingale, uniqueness class

@article{1078866868,
     author = {Beghdadi-Sakrani, Samia},
     title = {The uniqueness class of continuous local martingales},
     journal = {Bernoulli},
     volume = {8},
     number = {2},
     year = {2002},
     pages = { 207-217},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1078866868}
}

Beghdadi-Sakrani, Samia. The uniqueness class of continuous local martingales. Bernoulli, Tome 8 (2002) no. 2, pp.  207-217. http://gdmltest.u-ga.fr/item/1078866868/