ABSTRACT

Let Q be a bounded, non-null signed measure on a filtered probability space $(\mathrm{\Omega },\mathcal{F},P)$ such that $\left|Q\right|$ and P are equivalent. In this paper, we establish the representation of a Q-local martingale as a time changed Brownian motion, as well as a decomposition of it. We also generalize and characterize processes of the classes $\sum _s$ and $\sum _s^{\mathrm{\prime }}$.

中文翻译：

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signed措施下of的表示以及∑s和∑s'类的研究

抽象的

令Q为经过过滤的概率空间上的有界，非空有符号度量$（\mathrm{\Omega }，\mathcal{F}，P）$ 这样 $\left|问\right|$和P等价。在本文中，我们建立了随时间变化的布朗运动及其分解的Q局部the的表示。我们还概括并描述了课程的过程$\sum _s$ 和 $\sum _s^{\mathrm{\prime }}$。