2021•Springer proceedings in mathematics & statisticsRequires access

Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale

A. A. Gushchin, Assylliya K. Zhunussova

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Key concepts: Martingale (probability theory), Local martingale, Mathematics, Jump, Doob's martingale inequality, Filtration (mathematics), Martingale difference sequence, Combinatorics

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