Reflection principle and Ocone martingales

dc.creatorChaumont, Loïc
dc.creatorVostrikova, L.
dc.date2008-07-24
dc.date.accessioned2026-07-07T09:52:34Z
dc.date.available2026-07-07T09:52:34Z
dc.descriptionLet $M =(M_t)_{t\geq 0}$ be any continuous real-valued stochastic process. We prove that if there exists a sequence $(a_n)_{n\geq 1}$ of real numbers which converges to 0 and such that $M$ satisfies the reflection property at all levels $a_n$ and $2a_n$ with $n\geq 1$, then $M$ is an Ocone local martingale with respect to its natural filtration. We state the subsequent open question: is this result still true when the property only holds at levels $a_n$? Then we prove that the later question is equivalent to the fact that for Brownian motion, the $σ$-field of the invariant events by all reflections at levels $a_n$, $n\ge1$ is trivial. We establish similar results for skip free $\mathbb{Z}$-valued processes and use them for the proof in continuous time, via a discretisation in space.
dc.identifierhttps://arxiv.org/abs/0807.3816
dc.identifierhttp://arxiv.org/abs/0807.3816
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/165639
dc.subjectProbability
dc.subject60G44, 60G42, 60J65
dc.titleReflection principle and Ocone martingales
dc.typetext

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