Reflection principle and Ocone martingales

DOI10.1016/j.spa.2009.07.009zbMath1185.60044arXiv0807.3816OpenAlexW2593386172MaRDI QIDQ734669

Loïc Chaumont, Lioudmila Vostrikova

Publication date: 13 October 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.3816

zbMATH Keywords

quadratic variationreflection principleDambis-Dubins-Schwarz Brownian motionOcone martingaleskip free process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Brownian motion (60J65) Martingales with continuous parameter (60G44)

Related Items (2)

Symmetric martingales and symmetric smiles ⋮ A transitivity property of Ocone martingales

Cites Work

• Lévy transformation and zeros of Brownian motion
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Reflection principle and Ocone martingales