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10 - Mathematical Sciences

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Article title

On the martingale property of certain local martingales

Type

D - Journal article

DOI

Title of journal

Probability Theory and Related Fields

Article number

Volume number

152

Issue number

1-2

First page of article

ISSN of journal

0178-8051

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

L - Pure Mathematics - Stochastic Analysis

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract