Necessary and sufficient conditions for the r-excessive local martingales to be martingales

Urusov, M. & Zervos, M.ORCID logo (2017). Necessary and sufficient conditions for the r-excessive local martingales to be martingales. Electronic Communications in Probability, 22(10), 1-6. https://doi.org/10.1214/17-ECP42
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Item Type Article
Copyright holders © 2017 The Authors
Departments LSE > Academic Departments > Mathematics
DOI 10.1214/17-ECP42
Date Deposited 18 Jan 2017
Acceptance Date 12 Jan 2017
URI https://researchonline.lse.ac.uk/id/eprint/68906

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