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arXiv · 1712.08374

A de Finetti-type theorem for random-rotation-invariant continuous semimartingales

Francesco C. De Vecchi
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Abstract

We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with respect to an independent $n$ dimensional Brownian motion.

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Francesco C. De Vecchi. 2017-12-22. A de Finetti-type theorem for random-rotation-invariant continuous semimartingales. https://arxiv.org/abs/1712.08374

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