A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On the true submartingale property, d'après Schachermayer”
A remark on the class of martingales with bounded quadratic variation
Krickeberg's decomposition for local martingales
Norihiko Kazamaki (1972)
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:
On the Krickeberg decomposition of continuous martingales
Takeshi Sekiguchi (1976)
Séminaire de probabilités de Strasbourg
Similarity:
Examples on local martingales
Norihiko Kazamaki (1972)
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 remark on a problem of Girsanov
Norihiko Kazamaki (1978)
Séminaire de probabilités de Strasbourg
Similarity:
On filtrations related to purely discontinuous martingales
Jan Hannig (2002)
Séminaire de probabilités de Strasbourg
Similarity:
Weighted norm inequalities for martingales
Masataka Izumisawa, T. Sekiguchi (1979)
Séminaire de probabilités de Strasbourg
Similarity: