prove uniformly integrable local martingale is uniformly martingale

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cedricyang
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最近遇到一道题不会做,希望会的人帮忙解答下,谢谢啦!

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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