Quadratic variation of local square strong martingale

MaRDI QIDQ3501378zbMATH OpenFDO

Authors Huichan Chen, Zhuokui Zhang, Xiao-hong Ren

Publication date 3 June 2008

zbMATH Keywords

quadratic variationstopping linelocal square strong martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

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(3)

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• On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale
• The tail estimation of the quadratic variation of a quasi left continuous local martingale

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