Quadratic variation of local square strong martingale

zbMATH Open1150.60371MaRDI QIDQ3501378FDOQ3501378

Authors: Huichan Chen, Zhuokui Zhang, Xiao-hong Ren 

Publication date: 3 June 2008

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zbMATH Keywords

quadratic variationstopping linelocal square strong martingale

Mathematics Subject Classification ID

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

Cited In (3)

• Title not available (Why is that?)
• 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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