Changes of time, stochastic integrals, and weak martingales

DOI10.1007/BF00538903zbMath0213.19304OpenAlexW2074862180MaRDI QIDQ5615115

Norihiko Kazamaki

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1007/bf00538903

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items

Martingales Locales sur un Ouvert Droit Optionnel^†, The semimartingale decomposition of one-dimensional quasidiffusions with natural scale, On a generalization of the theorem of p. levy, The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues, On solutions of one-dimensional stochastic differential equations without drift, Markov solutions of stochastic differential equations, On a stochastic integral equation with respect to a weak martingale, ? p stability of solutions of stochastic differential equations, Semimartingales and Markov processes, On extremal solutions of martingale problems, On driftless one-dimensional sdes with time-dependent diffusion coefficients

Cites Work

• On the Decomposition of Continuous Submartingales
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