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

Urusov, Mikhail and Zervos, Mihail (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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Identification Number: 10.1214/17-ECP42
Item Type: Article
Official URL: http://www.imstat.org/ecp/
Additional Information: © 2017 The Authors
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 18 Jan 2017 16:37
Last Modified: 30 Jan 2019 20:42
URI: http://eprints.lse.ac.uk/id/eprint/68906

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