Abstract
A process is equivalent to a time change of Brownian motion if and only if it is a local semimartingale.
Citation
Itrel Monroe. "Processes that can be Embedded in Brownian Motion." Ann. Probab. 6 (1) 42 - 56, February, 1978. https://doi.org/10.1214/aop/1176995609
Information
Published: February, 1978
First available in Project Euclid: 19 April 2007
zbMATH: 0392.60057
MathSciNet: MR455113
Digital Object Identifier: 10.1214/aop/1176995609
Subjects:
Primary:
60J65
Secondary:
60G45
Keywords:
Brownian motion
,
embeddings
,
Martingales
,
time changes
Rights: Copyright © 1978 Institute of Mathematical Statistics
