XII: 14, 132-133, LNM 649 (1978)
CHOU, Ching Sung
Extension au cas continu d'un théorème de Dubins (Martingale theory)
After a suitable translation, Dubins' theorem can be stated as follows: if $X$ is a positive submartingale with $X_t\in L^2$ for all $t$, then $X^2-[X,X]$ is a submartingale
Keywords: Submartingales
Nature: Original
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