Martingales Locales sur un Ouvert Droit Optionnel†

DOI10.1080/17442508208833236MaRDI QIDQ3965335zbMATH OpenOpenAlexFDO

Authors Jia-An Yan

Publication date 1982

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508208833236

zbMATH Keywords

stopping timelocal martingaledecomposition of semimartingalesoptional sets

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Cites work

• Changes of time, stochastic integrals, and weak martingales

Cited in

(1)

• On the loss of the semimartingale property at the hitting time of a level

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