Convergence of local supermartingales

DOI10.1214/20-AIHP1058zbMath1485.60039arXiv2003.06026OpenAlexW3093933816MaRDI QIDQ2028957

Johannes Ruf, Martin Larsson

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

zbMATH Keywords

convergencestochastic intervallocal supermartingalesstationary local integrability

Mathematics Subject Classification ID

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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