Martingales Locales sur un Ouvert Droit Optionnel†

DOI10.1080/17442508208833236zbMath0499.60043OpenAlexW2016504971MaRDI QIDQ3965335

Jia'an Yan

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833236

zbMATH Keywords

stopping timelocal martingaledecomposition of semimartingalesoptional sets

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items (1)

On the loss of the semimartingale property at the hitting time of a level

Cites Work

• Changes of time, stochastic integrals, and weak martingales

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