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A clarification on $L_{loc}^2$ process and stochastic exponential

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#stochastic-processes #martingales #stochastic-integrals #local-martingales
478
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About local martingales..

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#stochastic-processes #stochastic-calculus #local-martingales
1.1k
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Local martingale implies martingale

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#probability-theory #martingales #stochastic-analysis #local-martingales
703
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continuous local martingale brownian motion

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#probability-theory #finance #local-martingales
274
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Martingale and local martingales

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#brownian-motion #martingales #stochastic-integrals #local-martingales
629
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Show local martingale

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#stochastic-calculus #martingales #stochastic-analysis #local-martingales
201
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Question regarding local martingales.

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#probability-theory #stochastic-processes #local-martingales
177
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Local martingale in change of measure

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#local-martingales
495
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stochastic exponential uniformly integrable martingale

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#stochastic-calculus #martingales #stochastic-analysis #uniform-integrability #local-martingales
30
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Preservation of ui condition

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#stochastic-calculus #martingales #stochastic-analysis #local-martingales
88
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Proof of being martingale

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#local-martingales
257
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Proof of inequality with local martingale and stopping time..

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#inequality #stochastic-processes #expectation #local-martingales
586
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Show that a cadlag adapted martingale is a local martingale (help using DCT to show uniform integrability)

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#probability-theory #stochastic-processes #martingales #local-martingales
654
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Show that $M-M_0$ is an $L^2$ bounded martingale if $E([M]_\infty)<\infty$.

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#stochastic-processes #quadratic-variation #local-martingales
207
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Show that $X \in \mathcal{M}^{loc}_c$ implies: $X$ is locally square summable and locally bounded.

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#probability-theory #martingales #stopping-times #local-martingales

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