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XI: 21, 356-361, LNM 581 (1977)
CHOU, Ching Sung
Le processus des sauts d'une martingale locale (Martingale theory)
Simple necessary and sufficient conditions are given on an optional process $\sigma_t$ (different from $0$ only at countably many stopping times) so that it is the process of jumps $ėlta M_t$ of some local martingale $M$
Comment: The same result is proved independently by D. L├ępingle in this volume, see 1129. For an application see 1308, and for another approach 1335
Keywords: Local martingales, Jumps
Nature: Original
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