Abstract
A short variation of the original proof of Dubins and Schwarz of their result, that all continuous martingales can be time changed to Brownian motion, is given.
Information
Published: 1 January 2004
First available in Project Euclid: 28 November 2007
zbMATH: 1268.60054
MathSciNet: MR2126892
Digital Object Identifier: 10.1214/lnms/1196285385
Subjects:
Primary:
60G44
,
60J65
Keywords:
Brownian motion
,
continuous martingale
Rights: Copyright © 2004, Institute of Mathematical Statistics
