On the Representation of Local Martingales

R. Liptser

Type: Article

Publication Date: 1977-09-01

Citations: 6

DOI: https://doi.org/10.1137/1121084

View Publication

Locations

Theory of Probability and Its Applications - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	On asymptotic behaviour of local martingales	1979	Tomasz Bojdecki
+	Krickeberg’s decomposition for local martingales	2006	Norihiko Kazamaki
+	On a representation of discontinuous martingales	1973	Masaaki Tsuchiya
+	On the Martingale Property of Exponential Local Martingales	2010	Mikhail Urusov
+	On a representation of local martingale additive functionals of symmetric diffusions	1981	Masatoshi Fukushima
+ PDF Chat	On Martingales in the Limit	1980	Alexandra Bellow A Dvoretzky
+	Integral representation with respect to stopped continuous local martingales	1980	H. J. Engelbert Juliane Hess
+	Representation and approximation of martingale measures	2005	Sylvie Méléard
+	Martingales	2006
+	Martingales	1978	Y. S. Chow Henry Teicher
+	Martingales	2015	René L. Schilling
+	On Local Martingale and its Supremum: Harmonic Functions and beyond	2006	Jan Obłój Marc Yor
+	Invariance principles with logarithmic averaging for continuous local martingales	2002	Faouzi Chaâbane
+	Stochastic differentials of continuous local quasi-martingales	1972	Kiyosi Itô
+ PDF Chat	A local time inequality for martingales	1983	Saul Jacka
+	On exponential local martingales associated with strong Markov continuous local martingales	2009	Stefan Blei H. J. Engelbert
+ PDF Chat	Sur le comportement asymptotique des martingales locales	1978	Dominique Lépingle
+	ON MARTINGALE REPRESENTATIONS OF NON-SMOOTH BROWNIAN FUNCTIONALS	2024	Valeri Berikashvili Valeriane Jokhadze Ekaterine Namgalauri Omar Purtukhia
+	A canonical setting and separating times for continuous local martingales	2008	H. J. Engelbert Mikhail Urusov Martin Walther
+	Martingales and applications	1994	T. Vasanthi

Works That Cite This (4)

Action	Title	Year	Authors
+	Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them	2005	H. J. Engelbert Wolfgang M. Schmidt
+	On a generalization of the theorem of p. levy	1990	H. J. Engelbert Wolfgang M. Schmidt
+	Stochastic Calculus on Filtered Probability Spaces	1998	R. Liptser Albert N. Shiryaev
+	FUNCTIONALS FROM A SEQUENCE OF MARTINGALES	1982	Franz Konecny

Works Cited by This (3)

Action	Title	Year	Authors
+ PDF Chat	On Square Integrable Martingales	1967	Hiroshi Kunita Shinzo Watanabe
+	On Quasi Diffusion Processes	1966	Н. В. Крылов
+ PDF Chat	Martingale integrals	1968	P. W. Millar