Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale

DOI10.1007/978-3-030-76829-4_11zbMath1483.60064OpenAlexW3197789636MaRDI QIDQ5014524

Alexander A. Gushchin, Assylliya K. Zhunussova

Publication date: 8 December 2021

Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_11

zbMATH Keywords

filtrationlocal martingale\( \sigma \)-martingalesingle jump filtration

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cites Work

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• The uniform integrability of martingales. On a question by Alexander Cherny
• Single jump processes and strict local martingales
• Single jump filtrations and local martingales

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