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 timeNature: Original
Retrieve article from Numdam
XXX: 03, 24-39, LNM 1626 (1996)
COCOZZA-THIVENT, Christiane;
ROUSSIGNOL, Michel
Comparaison des lois stationnaire et quasi-stationnaire d'un processus de Markov et application à la fiabilité Retrieve article from Numdam
