On the Construction and Distribution of a Local Martingale with a Given Absolute Value (Q4743513): Difference between revisions

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+A non-standard representation for Brownian motion and Ito integration
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+Construction of a martingale with given absolute value
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+Every nonnegative submartingale is the absolute value of a martingale
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+On the uniqueness of a local martingale with a given absolute value
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+Martingales with given absolute value
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