<i>σ</i>-Martingales: Foundations, Properties, and a New Proof of the Ansel–Stricker Lemma

<i>σ</i>-Martingales: Foundations, Properties, and a New Proof of the Ansel–Stricker Lemma

<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>σ</mi></semantics></math></inline-formula>-martingales generalize local martingales through localizing sequences of predictable sets, w...

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Bibliographic Details
Main Author: Moritz Sohns
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Mathematics
Subjects:
σ-martingales
stochastic processes
stochastic integration
localization
semimartingales
Ansel–Stricker lemma
Online Access:https://www.mdpi.com/2227-7390/13/4/682

Internet

https://www.mdpi.com/2227-7390/13/4/682

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