If (sigma_{n}) is localizing for a local martingale, so is (tau_{n}:=sigma_{n} wedge n).
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If \(\sigma_{n}\) is localizing for a local martingale, so is \(\tau_{n}:=\sigma_{n} \wedge n\).
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Related Book For
Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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