On Square Integrable Martingales

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Abstract

Theory of real and time continuous martingales has been developed recently by P. Meyer [8, 9]. Let be a square integrable martingale on a probability space P. He showed that there exists an increasing process ‹X›t such that

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Journal

Journal ID (publisher-id): applab

Title: Nagoya Mathematical Journal

Abbreviated Title: Nagoya Math. J.

Publisher: Cambridge University Press (CUP)

ISSN (Print): 0027-7630

ISSN (Electronic): 2152-6842

Publication date Created: August 1967

Publication date (Print): January 2016

Volume: 30

Issue:

Pages: 209-245

Article

DOI: 10.1017/S0027763000012484

SO-VID: dc1ea8ed-7375-450c-ab96-1adb0b3f56d0

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