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On Wong and Heyde (2004)

Published online by Cambridge University Press:  14 July 2016

Bernard Wong
Bernard Wong*
Affiliation:
Actuarial Studies, Australian School of Business, University of New South Wales, Sydney NSW 2052, Australia
*
Email address: bernard.wong@unsw.edu.au
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Abstract

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Type
Letter to the Editor
Information
Journal of Applied Probability , Volume 48 , Issue 4 , December 2011 , pp. 1200
Copyright
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