XIV: 48, 496-499, LNM 784 (1980)
COCOZZA-THIVENT, Christiane; YOR, Marc
Démonstration d'un théorème de F. Knight à l'aide de martingales exponentielles (Martingale theory)
This is a new proof of Knight's theorem that (roughly) finitely many orthogonal continuous local martingales, when separately time-changed into Brownian motions, become independent. A similar theorem for the Poisson case is proved in the same way
Comment: See 518 for an earlier proof
Keywords: Changes of time
Nature: Original
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