Ito's Integrated Formula for Strict Local Martingales with Jumps

DOI10.1007/978-3-540-71189-6_20zbMath1140.60021OpenAlexW4300295102MaRDI QIDQ5423763

Oleksandr Chybiryakov

Publication date: 31 October 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71189-6_20

zbMATH Keywords

local timesDunkl processesstrict local martingalessemi-stable Markov processes

Mathematics Subject Classification ID

Related Items (5)

Strict local martingales and the Khasminskii test for explosions ⋮ On arbitrages arising with honest times ⋮ Strict local martingales with jumps ⋮ STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT ⋮ Strict local martingales and bubbles

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