XIII: 10, 132-137, LNM 721 (1979)
SIDIBÉ, Ramatoulaye
Martingales locales à accroissements indépendants (Martingale theory, Independent increments)
It is shown here that a process with (stationary) independent increments which is a local martingale must be a true martingale
Comment: The case of non-stationary increments is considered in 1544. See also the errata sheet of vol. XV
Keywords: Local martingales, Lévy processes
Nature: Original
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