Finite-lifetime extension of the Dambis-Dubins-Schwarz theorem
ID: finite-lifetime-extension-of-the-dambis-dubins-schwarz-theorem
Strict increase of a bracket does not force an infinite terminal value. Up to , the inverse-clock martingale continues at a finite lifetime by its terminal limit, with bracket . On an independent product extension, add . Its bracket fills and its cross variation with the original part vanishes. The result is Brownian for all clock times and still represents .
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