XI: 20, 349-355, LNM 581 (1977)
CAIROLI, Renzo; WALSH, John B.
On changing time (Several parameter processes)
The analogue of the well-known result that any continuous martingale can be time changed into a Brownian motion using its own quadratic variation process is answered negatively for two-parameter martingales (even strong ones) in the filtration of the Brownian sheet
Keywords: Brownian sheet
Nature: Original
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