The quadratic variations of local martingales and the first-passage times of stochastic integrals

DOI10.1215/kjm/1260975037zbMath1204.60034OpenAlexW1492996839MaRDI QIDQ965069

Shunsuke Kaji

Publication date: 21 April 2010

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kjm/1260975037

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (1)

Weak tail conditions for local martingales

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