scientific article; zbMATH DE number 1500604

MaRDI QIDQ4501626zbMATH OpenFDO

Authors Marc Yor, Lioudmila Vostrikova

Publication date 25 July 2001

Full work available at URL http://www.numdam.org/item?id=SPS_2000__34__417_0, http://www.numdam.org/item?id=SPS_2001__35__425_0, https://eudml.org/doc/114051

zbMATH Keywords

invariance propertiesOcone martinalges

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with continuous parameter (60G44)

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Cited in

(11)

• Weak convergence to Ocone martingales: a remark
• Continuous Ocone martingales as weak limits of rescaled martingales
• Self-dual continuous processes
• Time-changed local martingales under signed measures
• A transitivity property of Ocone martingales
• Characterising Ocone local martingales with reflections
• Conic martingales from stochastic integrals
• scientific article; zbMATH DE number 807467 (Why is no real title available?)
• Skew-unfolding the Skorokhod reflection of a continuous semimartingale
• Symmetric martingales and symmetric smiles
• Reflection principle and Ocone martingales

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