Piecewise constant local martingales with bounded numbers of jumps

Ruf, J.ORCID logo (2017). Piecewise constant local martingales with bounded numbers of jumps. Electronic Communications in Probability, 22(31). https://doi.org/10.1214/17-ECP64
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A piecewise constant local martingale M with boundedly many jumps is a uniformly integrable martingale if and only if M−∞ is integrable.
Item Type Article
Copyright holders © 2017 The Author © CC BY 4.0
Departments LSE > Academic Departments > Mathematics
DOI 10.1214/17-ECP64
Date Deposited 24 May 2017
Acceptance Date 23 May 2017
URI https://researchonline.lse.ac.uk/id/eprint/78717

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