The tail estimation of the quadratic variation of a quasi left continuous local martingale

zbMath1152.60040MaRDI QIDQ2472331

Shunsuke Kaji

Publication date: 21 February 2008

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1199719411

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Weak tail conditions for local martingales

Cites Work

• The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
• Martingales, Tauberian Theorem, and Strategies of Gambling
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