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

Urusov, Mikhail and Zervos, Mihail ORCID: 0000-0001-5194-6881 (2017) Necessary and sufficient conditions for the r-excessive local martingales to be martingales. Electronic Communications in Probability, 22 (10). pp. 1-6. ISSN 1083-589X

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Item Type:	Article
Official URL:	http://www.imstat.org/ecp/
Additional Information:	© 2017 The Authors
Divisions:	Mathematics
Subjects:	Q Science > QA Mathematics
Date Deposited:	18 Jan 2017 16:37
Last Modified:	12 Dec 2024 01:24
URI:	http://eprints.lse.ac.uk/id/eprint/68906

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