On the uniqueness of a local martingale with a given absolute value

DOI10.1007/BF00535744zbMath0443.60041MaRDI QIDQ3886585

Edwin A. Perkins

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decompositionlocal martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (1)

On the Construction and Distribution of a Local Martingale with a Given Absolute Value

Cites Work

• Martingales with given absolute value
• Construction of a martingale with given absolute value
• Every nonnegative submartingale is the absolute value of a martingale
• Processus de Markov
• On the Construction and Distribution of a Local Martingale with a Given Absolute Value
• Quelques applications de la formule de changement de variables pour les semimartingales
• The Bessel motion and a singular integral equation
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
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