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2 matches found
XII: 58, 770-774, LNM 649 (1978)
MEYER, Paul-André
Sur le lemme de La Vallée Poussin et un théorème de Bismut (Measure theory, General theory of processes)
Bismut proved that every optional process which belongs to the class (D) is the optional projection of a (non-adapted) process whose supremum is in $L^1$. This is given a more precise form, using the relation between uniform integrability and moderate Orlicz spaces
Keywords: Uniform integrability, Class (D) processes, Moderate convex functions
Nature: Exposition, Original additions
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XXXIII: 13, 327-333, LNM 1709 (1999)
TAKAOKA, Koichiro
Some remarks on the uniform integrability of continuous martingales (Martingale theory)
For a continuous local martingale which converges a.s., a general relation links the asymptotic tails of the maximal variable and the quadratic variation. This unifies previous results by Azéma-Gundy-Yor 1406, Elworthy-Li-Yor 3112 and Probab. Theory Related Fields 115 (1999)
Keywords: Uniform integrability, Continuous martingales, Local martingales
Nature: Original
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