A note on a paper by Wong and Heyde
  In this note we re-examine the analysis of the paper "On the martingale property of stochastic exponentials" by B. Wong and C.C. Heyde, Journal of Applied Probability, 41(3):654-664, 2004. Some counterexamples are presented and alternative formulations are discussed. 
Aleksandar Mijatovi\'c and Mikhail Urusov
math.PR q-fin.GN