VI: 07, 101-104, LNM 258 (1972)
KAZAMAKI, Norihiko
Krickeberg's decomposition for local martingales (Martingale theory)
It is shown that a local martingale bounded in $L^1$ is a difference of two (minimal) positive local martingales
Keywords: Local martingales, Krickeberg decomposition
Nature: Original
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