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April 2002 The uniqueness class of continuous local martingales
Samia Beghdadi-Sakrani
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Bernoulli 8(2): 207-217 (April 2002).

Abstract

We study some properties of the class \mathcal{U} of laws of a continuous local martingale which is determined by the law of its quadratic variation, and we give a `simple' characterization of this class.

Citation

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Samia Beghdadi-Sakrani. "The uniqueness class of continuous local martingales." Bernoulli 8 (2) 207 - 217, April 2002.

Information

Published: April 2002
First available in Project Euclid: 9 March 2004

zbMATH: 1004.60041
MathSciNet: MR2003C:60075

Keywords: Ocone martingale , uniqueness class

Rights: Copyright © 2002 Bernoulli Society for Mathematical Statistics and Probability

Vol.8 • No. 2 • April 2002
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