I am not sure if the following is true or not:
"A non-negative uniformly integrable continuous local martingale is a (true) martingale."
Is this statement true? Or can someone give a counter-example?
2026-02-23 02:51:39.1771815099
Non-negative uniformly integrable local martingale
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Found the answer to my question in a previous answer to a different question I got: Uniformly integrable local martingale
The answer is no.