A remark on infinitesimal absolute continuity of martingale measurest†

DOI10.1080/17442508208833195zbMath0481.60046OpenAlexW2069129138MaRDI QIDQ3938969

M. P. Ershov

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833195

zbMATH Keywords

Doob-Meyer decompositionlocal martingalediffusion functionals

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)

Cites Work

• On Weak Compactness of Continuous Semi-Martingales
• A Remark on Square Integrable Martingales
• The Existence of a Martingale with Given Diffusion Functional
• Optional supermartingales and the andersen-jessen theorem
• Variation Quadratique Des Martingales Continues a Droite