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Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale

  • Strasser E
DOI: 10.1007/978-3-540-40004-2_16
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Strasser, E. (2003). Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale (pp. 385–393). https://doi.org/10.1007/978-3-540-40004-2_16

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