prove uniformly integrable local martingale is uniformly martingale
11830
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for 0 <=t <= T < infinity,
Z_t is continous local martingale;
Z_t is Lp bounded (p >1): E[sup_{t<] < infinity;
how to get Z_t is continous uniformly integrable martingale on 0 <=t <= T ?
for 0 <=t <= T < infinity,
Z_t is continous local martingale;
Z_t is Lp bounded (p >1): E[sup_{t<] < infinity;
how to get Z_t is continous uniformly integrable martingale on 0 <=t <= T ?
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