On the Construction and Distribution of a Local Martingale with a Given Absolute Value

DOI10.2307/1998765MaRDI QIDQ4743513zbMATH OpenOpenAlexFDO

Authors Edwin Perkins

Publication date 1982

Full work available at URL https://doi.org/10.2307/1998765

zbMATH Keywords

Doob-Meyer decompositionsubmartingalenon-standard analysis

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Nonstandard models in mathematics (03H05)

Cites work

• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
• scientific article; zbMATH DE number 3664116 (Why is no real title available?)
• scientific article; zbMATH DE number 3687378 (Why is no real title available?)
• A non-standard representation for Brownian motion and Ito integration
• Adapted Probability Distributions
• An infinitesimal approach to stochastic analysis
• Construction of a martingale with given absolute value
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Every nonnegative submartingale is the absolute value of a martingale
• Martingales with given absolute value
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• On the uniqueness of a local martingale with a given absolute value
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals

Cited in

(3)

• On the uniqueness of a local martingale with a given absolute value
• From discrete to continuous time
• Adapted Probability Distributions

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