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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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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Question Posted: Mar 17, 2024 01:00 AM

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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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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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