THE JOINT LAW OF A MAX-CONTINUOUS LOCAL SUBMARTINGALE AND ITS MAXIMUM

Gushchin, AA

Gushchin, AA (corresponding author), Russian Acad Sci, Steklov Math Inst, Moscow, Russia.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 65 (4): 545

Abstract

We consider the family of converging max-continuous local submartingales starting from zero. An equivalence relation for processes of this family is i......

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