A remark on the class of martingales with bounded quadratic variation
Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 47-51. 
@article{SPS_1989__23__47_0,
     author = {Kazamaki, Norihiko},
     title = {A remark on the class of martingales with bounded quadratic variation},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {47--51},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {23},
     year = {1989},
     mrnumber = {1022896},
     zbl = {0731.60043},
     language = {fr},
     url = {http://www.numdam.org/item/SPS_1989__23__47_0/}
}
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Kazamaki, Norihiko. A remark on the class of martingales with bounded quadratic variation. Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 47-51. http://www.numdam.org/item/SPS_1989__23__47_0/

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[3] J.H. Van Schuppen and E. Wong, Transformation of local martingales under a change of law, Ann. of Probability 2 (1974), 879-888. | MR | Zbl