The uniqueness class of continuous local martingales (Q1611502)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The uniqueness class of continuous local martingales |
scientific article; zbMATH DE number 1786325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The uniqueness class of continuous local martingales |
scientific article; zbMATH DE number 1786325 |
Statements
The uniqueness class of continuous local martingales (English)
0 references
21 October 2002
0 references
This paper studies some properties of the class of laws of a continuous local martingale which is determined by the law of its quadratic variation, and gives a `simple' characterization of this class.
0 references
Ocone martingale
0 references
uniqueness class
0 references
0.9212079
0 references
0.9182198
0 references
0.9175795
0 references
0.9089398
0 references
0.90353096
0 references
0.9005972
0 references
