Processes that can be Embedded in Brownian Motion
Monroe, Itrel
Ann. Probab., Tome 6 (1978) no. 6, p. 42-56 / Harvested from Project Euclid
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A process is equivalent to a time change of Brownian motion if and only if it is a local semimartingale.
Publié le : 1978-02-14
Classification:  Brownian motion,  martingales,  time changes,  embeddings,  60J65,  60G45 
@article{1176995609,
     author = {Monroe, Itrel},
     title = {Processes that can be Embedded in Brownian Motion},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 42-56},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995609}
}

Monroe, Itrel. Processes that can be Embedded in Brownian Motion. Ann. Probab., Tome 6 (1978) no. 6, pp.  42-56. http://gdmltest.u-ga.fr/item/1176995609/