Quelques conditions suffisantes pour qu'une semi‐martingale soit une quasi‐martingale
作者:
Shiqui Song,
期刊:
Stochastics
(Taylor Available online 1986)
卷期:
Volume 16,
issue 1-2
页码: 97-109
ISSN:0090-9491
年代: 1986
DOI:10.1080/17442508608833368
出版商: Gordon and Breach Science Publishers, Inc
关键词: semimartingale;quasimartingale;martingale theory
数据来源: Taylor
摘要:
A quasimartingale is a right-continuous process with bounded conditional mean variation. If a process is a quasimartingale then it is a semimartingale; in this paper sufficient conditions are presented under which the converse is true.
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