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- W2777880167 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." @default.
- W2777880167 created "2018-01-05" @default.
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- W2777880167 date "2017-12-22" @default.
- W2777880167 modified "2023-09-27" @default.
- W2777880167 title "A de Finetti-type theorem for random-rotation-invariant continuous semimartingales" @default.
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