Existence of moments of increasing predictable processes associated with one- and two-parameter potentials

DOI10.1155/S1048953399000143zbMath0945.60040MaRDI QIDQ1307620

V. Pereyra

Publication date: 24 September 2000

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48530

zbMATH Keywords

potentiallocal timeone-parameter and two-parameter predictable increasing processespurely discontinuous strong martingale

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

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