Examples on local martingales
Kazamaki, Norihiko
Séminaire de probabilités de Strasbourg, Tome 6 (1972), p. 98-100 / Harvested from Numdam
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@article{SPS_1972__6__98_0,
     author = {Kazamaki, Norihiko},
     title = {Examples on local martingales},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {6},
     year = {1972},
     pages = {98-100},
     mrnumber = {372989},
     zbl = {0231.60036},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1972__6__98_0}
}

Kazamaki, Norihiko. Examples on local martingales. Séminaire de probabilités de Strasbourg, Tome 6 (1972) pp. 98-100. http://gdmltest.u-ga.fr/item/SPS_1972__6__98_0/

[1] C. Dellacherie ; Un example de la théorie general des processus. Seminaire de Probabilités lV, Université de Strasbourg , Lecture Notes in Mathematics vol.124, Springer, Heidelberg 1970. | Numdam | MR 263157 | Zbl 0206.48401

[2] N. Kazamaki ; Changes of time. Stochastic integrals and weak martingales, Zeitschrift für W-theorie (to appear). | MR 310966 | Zbl 0213.19304