Every nonnegative submartingale is the absolute value of a martingale

DOI10.1214/AOP/1176995809zbMATH Open0364.60076OpenAlexW1998207159MaRDI QIDQ1240966FDOQ1240966

Authors: David Gilat 

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995809

Cited In (12)

• (Semi-) martingale inequalities and local times
• Resolution of the skew Brownian motion equations with stochastic calculus for signed measures
• Some dimension-free features of vector-valued martingales
• On the Construction and Distribution of a Local Martingale with a Given Absolute Value
• Généralisation d'un lemme de s. nakao et applications
• On the uniqueness of a local martingale with a given absolute value
• On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term
• Prophet regions and sharp inequalities for pth absolute moments of martingales
• From discrete to continuous time
• On the time inhomogeneous skew Brownian motion
• On the expected diameter of an \(L_{2}\)-bounded martingale
• Doob's inequalities revisited: A maximal \(H^ 1\)-embedding

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