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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