VI: 06, 98-100, LNM 258 (1972)
KAZAMAKI, Norihiko
Examples on local martingales (
Martingale theory)
Two simple examples are given, the first one concerning the filtration generated by an exponential stopping time, the second one showing that local martingales are not preserved under time changes (Kazamaki,
Zeit. für W-theorie, 22, 1972)
Keywords: Changes of time,
Local martingales,
Weak martingalesNature: Original
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