Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps

Thumbnail
Metadata only
Author
Larsson, Martin
Ruf, Johannes
Date
2014-11-23
Type
    Working Paper
Publication status
published
External links
Journal / series
arXiv
Pages / Article No.
1411.6229
Publisher
Cornell University
Subject
Supermartingale convergence; Extended localization; Stochastric exponential; Local martingales; Uniform integrability; Novikov-Kazamaki conditions; Föllmer measure
Organisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)  
More
Show all metadata
ETH Bibliography
yes
Altmetrics