The quadratic variations of local martingales and the first-passage times of stochastic integrals

DOI10.1215/KJM/1260975037MaRDI QIDQ965069zbMATH OpenOpenAlexFDO

Authors Shunsuke Kaji

Publication date 21 April 2010

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.kjm/1260975037

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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