On Changing Time for Two-Parameter Strong Martingales: A Counterexample
Imkeller, Peter
Ann. Probab., Tome 14 (1986) no. 4, p. 1080-1084 / Harvested from Project Euclid
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A two-parameter Wiener-measurable strong martingale is constructed for which no time change by means of stopping domains into the Wiener sheet exists.
Publié le : 1986-07-14
Classification:  Two-parameter strong martingales,  Wiener sheet,  stopping domains,  changing time,  60G40,  60G44,  60H05 
@article{1176992462,
     author = {Imkeller, Peter},
     title = {On Changing Time for Two-Parameter Strong Martingales: A Counterexample},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 1080-1084},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992462}
}

Imkeller, Peter. On Changing Time for Two-Parameter Strong Martingales: A Counterexample. Ann. Probab., Tome 14 (1986) no. 4, pp.  1080-1084. http://gdmltest.u-ga.fr/item/1176992462/