Characterising Ocone Local Martingales with Reflections (Q2865106)
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scientific article; zbMATH DE number 6234273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterising Ocone Local Martingales with Reflections |
scientific article; zbMATH DE number 6234273 |
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Characterising Ocone Local Martingales with Reflections (English)
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28 November 2013
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Ocone local martingales
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quadratic variation
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conditionally Gaussian martingale
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independent time-change
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Brownian motion
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reflection principle
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