On changing time
Séminaire de probabilités de Strasbourg, Tome 11 (1977), pp. 349-355. 
@article{SPS_1977__11__349_0,
     author = {Cairoli, R. and Walsh, J. B.},
     title = {On changing time},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {349--355},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {11},
     year = {1977},
     mrnumber = {517902},
     zbl = {0369.60049},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1977__11__349_0/}
}
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Cairoli, R.; Walsh, J. B. On changing time. Séminaire de probabilités de Strasbourg, Tome 11 (1977), pp. 349-355. http://archive.numdam.org/item/SPS_1977__11__349_0/

[1] R. Cairoli and J.B. Walsh. Stochastic integrals in the plane. Acta mathematica, Vol. 134, 1975, p. 111-183. | MR | Zbl

[2] J.L. Doob. Stochastic processes, John Wiley & Sons, New York, 1953. | Zbl