{
  "id": "0908.1939",
  "version": "v3",
  "published": "2009-08-13T17:14:49.000Z",
  "updated": "2011-02-16T16:57:58.000Z",
  "title": "A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems",
  "authors": [
    "Andriy Yurachkivsky"
  ],
  "comment": "This paper has been withdrawn by the author, because the characterization theorem is incorrect (though the author results sustain with minor changes)",
  "categories": [
    "math.PR"
  ],
  "abstract": "The main result of the article reads: the distribution of a continuous starting from zero local martingale whose quadratic characteristic is almost surely absolutely continuous with respect to some non-random increasing continuous function is determined by the distribution of the quadratic characteristic. Functional limit theorem based on this characterization are proved.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2011-02-16T16:57:58.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G44",
      "60F17"
    ],
    "keywords": [
      "continuous local martingale",
      "related limit theorems",
      "characterization theorem",
      "distribution",
      "quadratic characteristic"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0908.1939Y"
    }
  }
}