On Conditions for Uniform Integrability of Continuous Non-Negative Martingales

DOI10.1137/1124094zbMath0441.60046OpenAlexW1989802318MaRDI QIDQ3883236

Alexander Novikov

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124094

zbMATH Keywords

conditions for uniform integrability

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (3)

Markov chain approximation and measure change for time-inhomogeneous stochastic processes ⋮ The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability

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