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

DOI10.2307/1998765zbMath0506.60043OpenAlexW4238339500MaRDI QIDQ4743513

Edwin A. 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)

Related Items (3)

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

Cites Work

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• An infinitesimal approach to stochastic analysis
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Adapted Probability Distributions
• On the uniqueness of a local martingale with a given absolute value
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals

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