<i>σ</i>-Martingales: Foundations, Properties, and a New Proof of the Ansel–Stricker Lemma

<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>σ</mi></semantics></math></inline-formula>-martingales generalize local martingales through localizing sequences of predictable sets, which are essential in stochastic analysis and financial mathematics,...

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Bibliográfalaš dieđut

Váldodahkki:	Moritz Sohns
Materiálatiipa:	Artigo
Giella:	Inglês
Almmustuhtton:	MDPI AG 2025-02-01
Ráidu:	Mathematics
Fáttát:	σ-martingales stochastic processes stochastic integration localization semimartingales Ansel–Stricker lemma
Liŋkkat:	https://www.mdpi.com/2227-7390/13/4/682
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