On the Existence of Optional Modifications for Martingales

DOI10.1137/1122068zbMath0397.60038OpenAlexW2314565048MaRDI QIDQ4181039

Leonid I. Galtchouk

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1137/1122068

zbMATH Keywords

MartingaleOptional Modification

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Related Items (6)

Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition ⋮ On comparison theorem for optional SDEs via local times and applications ⋮ Optional decomposition of optional supermartingales and applications to filtering and finance ⋮ On linear stochastic equations of optional semimartingales and their applications ⋮ A comparison theorem for stochastic equations of optional semimartingales ⋮ The martingales of an independent increment process

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