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

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scientific article; zbMATH DE number 3798769
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On the Construction and Distribution of a Local Martingale with a Given Absolute Value
scientific article; zbMATH DE number 3798769

    Statements

    1982
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    submartingale
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    non-standard analysis
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    Doob-Meyer decomposition
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    On the Construction and Distribution of a Local Martingale with a Given Absolute Value (English)
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