$M$ is a continuous, strictly positive martingale.
$Z$ is defined by:
\begin{equation*} Z(0) = 1,~dZ = \frac{dM}{M} \end{equation*}
Clearly $Z$ is a strictly positive local martingale. Is it a true martingale?
2026-04-04 07:22:00.1775287320
Is $Z$ a martingale?
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