Piecewise constant local martingales with bounded numbers of jumps

DOI10.1214/17-ECP64zbMath1365.60044arXiv1612.08038OpenAlexW2564477737MaRDI QIDQ2627865

Johannes Ruf

Publication date: 1 June 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.08038

zbMATH Keywords

local martingalecontinuous-time martingalediscrete-time martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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