XIV: 10, 104-111, LNM 784 (1980)
STRICKER, Christophe
Prolongement des semi-martingales (Stochastic calculus)
The problem consists in characterizing semimartingales on $]0,\infty[$ which can be ``closed at infinity'', and the similar problem at $0$. The criteria are similar to the Vitali-Hahn-Saks theorem and involve convergence in probability of suitable stochastic integrals. The proof rests on a functional analytic result of Maurey-Pisier
Keywords: Semimartingales, Semimartingales in an open interval
Nature: Original
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