A remark on the class of martingales with bounded quadratic variation
Kazamaki, Norihiko
Séminaire de probabilités de Strasbourg, Tome 23 (1989), p. 47-51 / Harvested from Numdam
Publié le : 1989-01-01
@article{SPS_1989__23__47_0,
     author = {Kazamaki, Norihiko},
     title = {A remark on the class of martingales with bounded quadratic variation},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {23},
     year = {1989},
     pages = {47-51},
     mrnumber = {1022896},
     zbl = {0731.60043},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1989__23__47_0}
}
Kazamaki, Norihiko. A remark on the class of martingales with bounded quadratic variation. Séminaire de probabilités de Strasbourg, Tome 23 (1989) pp. 47-51. http://gdmltest.u-ga.fr/item/SPS_1989__23__47_0/

[1] M. Emery, C. Stricker and J.A. Yan, Valeurs prises par les martingales locales continues à un instant donné, Ann. of Probability, 11 (1983), 635-641. | MR 704549 | Zbl 0517.60055

[2] N. Kazamaki, Transformation of Hp-martingales by a change of law, Z. Wahrscheinlichkeitstheor. Verw. Geb. 46 (1979), 343 - 349. | MR 521712 | Zbl 0398.60051

[3] J.H. Van Schuppen and E. Wong, Transformation of local martingales under a change of law, Ann. of Probability 2 (1974), 879-888. | MR 358970 | Zbl 0321.60040