On Changing Time for Two-Parameter Strong Martingales: A Counterexample

Peter Imkeller

doi:10.1214/aop/1176992462

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Home > Journals > Ann. Probab. > Volume 14 > Issue 3 > Article

July, 1986 On Changing Time for Two-Parameter Strong Martingales: A Counterexample

Peter Imkeller

Ann. Probab. 14(3): 1080-1084 (July, 1986). DOI: 10.1214/aop/1176992462

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Abstract

A two-parameter Wiener-measurable strong martingale is constructed for which no time change by means of stopping domains into the Wiener sheet exists.

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Peter Imkeller. "On Changing Time for Two-Parameter Strong Martingales: A Counterexample." Ann. Probab. 14 (3) 1080 - 1084, July, 1986. https://doi.org/10.1214/aop/1176992462

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Published: July, 1986

First available in Project Euclid: 19 April 2007

zbMATH: 0596.60047

MathSciNet: MR841608

Digital Object Identifier: 10.1214/aop/1176992462

Subjects:

Primary: 60G40

Secondary: 60G44 , 60H05

Keywords: changing time , stopping domains , Two-parameter strong martingales , Wiener sheet

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Ann. Probab.

Vol.14 • No. 3 • July, 1986

Institute of Mathematical Statistics

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Peter Imkeller "On Changing Time for Two-Parameter Strong Martingales: A Counterexample," The Annals of Probability, Ann. Probab. 14(3), 1080-1084, (July, 1986)

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