scientific article; zbMATH DE number 125760

zbMATH Open0762.60032MaRDI QIDQ4027489FDOQ4027489

Authors: Michael J. Sharpe 

Publication date: 21 February 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

semimartingalelifetimepredictable projection

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited In (3)

• On the loss of the semimartingale property at the hitting time of a level
• The expected value of an everywhere stopped martingale
• Strict local martingales via filtration enlargement

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