On Wald's equation. Discrete time case
Leonid I. Galtchouk, Alexandre A. Novikov (1997)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “Some remarks on the uniform integrability of continuous martingales”
On Wald's equation. Discrete time case
A characterisation of the closure of in
Walter Schachermayer (1996)
Séminaire de probabilités de Strasbourg
Similarity:
On filtrations related to purely discontinuous martingales
Jan Hannig (2002)
Séminaire de probabilités de Strasbourg
Similarity:
A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
A short proof of decomposition of strongly reduced martingales
Michal Morayne, Krzysztof Tabisz (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Local times and singularities of continuous local martingales
Michael J. Sharpe (1980)
Séminaire de probabilités de Strasbourg
Similarity:
A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale
David Gilat, Isaac Meilijson (1988)
Séminaire de probabilités de Strasbourg
Similarity:
On the true submartingale property, d'après Schachermayer
Yuri Kabanov, Christophe Stricker (2002)
Séminaire de probabilités de Strasbourg
Similarity: