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On Wong and Heyde (2004)
Published online by Cambridge University Press: 14 July 2016
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- Letter to the Editor
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- Copyright © Applied Probability Trust 2011
References
[1]
Mijatović, A. and Urusov, M. (2010). On the martingale property of certain local martingales. Prob. Theory Relat. Fields, 30 pp.Google Scholar
[2]
Mijatović, A. and Urusov, M. (2011). A note on a paper by Wong and Heyde. J. Appl. Prob.
48, 811–819.Google Scholar
[3]
Wong, B. and Heyde, C. C. (2004). On the martingale property of stochastic exponentials. J. Appl. Prob.
41, 654–664.Google Scholar