Characterising Ocone Local Martingales with Reflections (Q2865106)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterising Ocone Local Martingales with Reflections |
scientific article |
Statements
Characterising Ocone Local Martingales with Reflections (English)
0 references
28 November 2013
0 references
Ocone local martingales
0 references
quadratic variation
0 references
conditionally Gaussian martingale
0 references
independent time-change
0 references
Brownian motion
0 references
reflection principle
0 references
