Valeurs prises par les martingales locales continues à un instant donne

DOI10.1214/AOP/1176993507zbMath0517.60055OpenAlexW2059727925MaRDI QIDQ1053351

Michel Émery, Jia'an Yan, Christophe Stricker

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993507

zbMATH Keywords

stopping timecontinuous local martingale

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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