Convergence of local supermartingales
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Publication:2028957
DOI10.1214/20-AIHP1058zbMath1485.60039arXiv2003.06026OpenAlexW3093933816MaRDI QIDQ2028957
Publication date: 3 June 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.06026
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Sample path properties (60G17)
Related Items (3)
Simplified calculus for semimartingales: multiplicative compensators and changes of measure ⋮ Pure-jump semimartingales ⋮ Simplified stochastic calculus with applications in economics and finance
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