On the equivalence of \(q\)-martingales and locally \(L^ p\)-integrable martingales

DOI10.2748/tmj/1178243141zbMath0195.19204OpenAlexW2019234854MaRDI QIDQ2539154

Norihiko Kazamaki

Publication date: 1968

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178243141

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (1)

Some remarks on local martingales

Cites Work

• Unnamed Item
• On a class of additive functionals of Markov processes
• Transformation of Markov processes by multiplicative functionals
• The Exit Characteristics of Markov Processes with Applications to Continuous Martingales in R n
• On the Decomposition of Continuous Submartingales
• On Square Integrable Martingales

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