The uniqueness class of continuous local martingales (Q1611502)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The uniqueness class of continuous local martingales |
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The uniqueness class of continuous local martingales (English)
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21 October 2002
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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.
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Ocone martingale
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uniqueness class
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