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Every nonnegative submartingale is the absolute value of a martingale

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Publication:1240966
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DOI10.1214/aop/1176995809zbMath0364.60076OpenAlexW1998207159MaRDI QIDQ1240966

David Gilat

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aop/1176995809




Related Items (12)

Prophet regions and sharp inequalities for pth absolute moments of martingales ⋮ Some dimension-free features of vector-valued martingales ⋮ Doob's inequalities revisited: A maximal \(H^ 1\)-embedding ⋮ On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term ⋮ On the Construction and Distribution of a Local Martingale with a Given Absolute Value ⋮ On the time inhomogeneous skew Brownian motion ⋮ Généralisation d'un lemme de s. nakao et applications ⋮ From discrete to continuous time ⋮ On the uniqueness of a local martingale with a given absolute value ⋮ On the expected diameter of an \(L_{2}\)-bounded martingale ⋮ (Semi-) martingale inequalities and local times ⋮ Resolution of the skew Brownian motion equations with stochastic calculus for signed measures




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